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Business, 04.11.2020 18:30 ansley81

A bank has an average duration of its liabilities equal to 2 years. The bank's average duration of its assets is 3.5 years. The bank's market value of equity is at risk if . interest rates fall credit spreads fall interest rates rise the price of all fixed-income securities rises

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A bank has an average duration of its liabilities equal to 2 years. The bank's average duration of i...

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