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kolitchko kolitchko
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6 years ago
A bank that expects interest rates to fall will
A) want the duration of its assets to be greater than the duration of its liabilities—a positive duration gap.
B) want the duration of its assets to be less than the duration of its liabilities—a positive duration gap.
C) want the duration of its assets to be greater than the duration of its liabilities—a negative duration gap.
D) want the duration of its assets to be less than the duration of its liabilities—a negative duration gap.
Textbook 
Money, Banking, and the Financial System

Money, Banking, and the Financial System


Edition: 3rd
Authors:
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Wars-Like-ThisWars-Like-This
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6 years ago
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kolitchko Author
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6 years ago
This site is awesome
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Smart ... Thanks!
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