Which of the following statement(s) is/are correct if there is a one-time parallel shift in...

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Finance

Which of the following statement(s) is/are correct if there is a one-time parallel shift in the yield curve that occurs before the next coupon date?

Group of answer choices

A. The investor has a duration gap of zero will be currently hedged against interest rate risk.

B. The investor has a positive gap will be at risk of lower rates.

C. All of the answers are correct.

D. The investor has a negative gap will be at risk of higher rates.

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