9-107 Calculate the Leverage-Adjusted Duration Gap and State the FI's

question 75

Multiple Choice

9-107 Calculate the leverage-adjusted duration gap and state the FI's interest rate risk exposure.

• A)+1.03 years; exposed to interest rate increases.
• B)+0.32 years; exposed to interest rate increases.
• C)+0.86 years; exposed to interest rate increases.
• D)+0.49 years; exposed to interest rate increases.
• E)-1.32 years; exposed to interest rate decreases.

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Distribution of Scores

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Correlation Coefficients

A measure that indicates the extent to which two variables fluctuate together.

Mode

In statistics, it refers to the value that appears most frequently in a data set.

Most Frequent Score

It is also known as the mode in statistics, representing the value that appears most frequently in a set of data.