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3I0-012 · Question #44

3I0-012 Question #44: Real Exam Question with Answer & Explanation

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Question

What is a `duration gap'?

Options

  • Athe average maturity of liabilities on a balance sheet
  • Bthe difference between the duration of assets and liabilities
  • Cthe difference between the duration of the longest-held and shortest-held liabilities on the balance sheet
  • Dthe average maturity of the portfolio on the asset side of a balance sheet

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