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valputin valputin
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8 years ago
One of the problems in conducting a duration gap analysis is that the duration gap is calculated assuming that interest rates for all maturities are the same. That means that the yield curve is
A) slightly upward sloping.
B) steeply upward sloping.
C) flat.
D) downward sloping.
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The Economics of Money, Banking and Financial Markets, Business School Edition

The Economics of Money, Banking and Financial Markets, Business School Edition


Edition: 4th
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Our course uses > The Economics of Money, Banking and Financial Markets
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MeelaMeela
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8 years ago
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valputin Author
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8 years ago
Thank you
Our course uses > The Economics of Money, Banking and Financial Markets
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#3
8 years ago
@valputin,

Happy to help Slight Smile
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