Which of the Following Statements Is True

question 73

Multiple Choice

Which of the following statements is true?

• A)Expressing the repricing gap as a percentage of assets tells us the direction of the interest rate exposure.
• B)Expressing the repricing gap as a percentage of liabilities tells us the scale of the interest rate exposure.
• C)Expressing the repricing gap as a percentage of equity tells us the scale of the interest rate exposure.
• D)Expressing the repricing gap as a percentage of liabilities tells us the direction of the interest rate exposure.

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