22-107 What Is the Leveraged-Adjusted Duration Gap of the Bank's

question 58

Multiple Choice

22-107 What is the leveraged-adjusted duration gap of the bank's portfolio?

• A)10 years.
• B)7.3 years.
• C)7 years.
• D)7.18 years.
• E)3 years.

---

Definitions:

Negative

In the context of psychology, refers to something detrimental or harmful; in general, it represents the opposite of positive.

Guard

To protect or watch over someone or something in order to prevent harm or ensure safety.

Cognitive-behavioral

A therapeutic approach that addresses dysfunctional emotions, behaviors, and cognitions through a goal-oriented, systematic process.

Rational-emotive

A form of psychotherapy focusing on identifying and changing irrational beliefs that cause emotional and behavioral issues.