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If a bank has a duration gap of 2 years, then a rise in interest rates from 6 percent to 9 percent will lead to a rise in the market value of its net worth of 5.66 percent. a rise in net interest income of 5.66 percent. a fall in the market value of its net worth of 5.66 percent. a fall in net interest income of 5.66 percent. an unknown change.

User Vvolkov
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a fall in the market value of its net worth 5.66 percent
User Javier Parra
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