A bank that expects interest rates to fall will

A) want the duration of its assets to be greater than the duration of its liabilities—a positive duration gap.
B) want the duration of its assets to be less than the duration of its liabilities—a positive duration gap.
C) want the duration of its assets to be greater than the duration of its liabilities—a negative duration gap.
D) want the duration of its assets to be less than the duration of its liabilities—a negative duration gap.


A

Economics

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Indicate whether the statement is true or false

Economics