9-83 What is the FI's leverage-adjusted duration gap?
A)0.91 years.
B)0.83 years.
C)0.73 years.
D)0.50 years.
E)0 years.

Name: 9-83 What is the FI's leverage-adjusted duration gap? A)0.91 years. B)0.83 years. C)0.73 years. D)0.50 years. E)0 years.
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Question

Quizplus · Accepted Answer

The leverage-adjusted duration gap is calculated by considering the duration of assets, the duration of liabilities, and the leverage ratio. The correct calculation results in a leverage-adjusted duration gap of 0.83 years.

9-83 What Is the FI's Leverage-Adjusted Duration Gap