9-107 Calculate the leverage-adjusted duration gap and state the FI's interest rate risk exposure.
A)+1.03 years; exposed to interest rate increases.
B)+0.32 years; exposed to interest rate increases.
C)+0.86 years; exposed to interest rate increases.
D)+0.49 years; exposed to interest rate increases.
E)-1.32 years; exposed to interest rate decreases.

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The Answer of 9-107 Calculate the leverage-adjusted duration gap and state the FI's interest rate risk exposure.
A)+1.03 years; exposed to interest rate increases.
B)+0.32 years; exposed to interest rate increases.
C)+0.86 years; exposed to interest rate increases.
D)+0.49 years; exposed to interest rate increases.
E)-1.32 years; exposed to interest rate decreases.

9-107 Calculate the Leverage-Adjusted Duration Gap and State the FI's