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What Is the Repricing Gap If a 3-Year Maturity Gap

Question 14

Multiple Choice

What is the repricing gap if a 3-year maturity gap is used? Ignore runoffs.

A) $21 million.
B) $44 million.
C) -$80 million.
D) -$60 million.
E) -$120 million. [Refer to: 8-101

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