Weaknesses of the Duration Gap Immunization Model Include All but Which

Weaknesses of the duration gap immunization model include all but which of the following?

A) Continuously matching the duration of assets and liabilities can be time-consuming and costly.
B) Duration-based predictions are always incorrect due to convexity.
C) Duration measurement and management are more complex than the repricing model.
D) Duration-based immunization strategies require continuous rebalancing of asset and liability durations.
E) Duration measures only how cash flows change,not the present value of those changes.

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