Answer:
For every $100 in assets, a bank has $40 in interest-rate sensitive assets, and the other
$60 in non-interest-rate sensitive assets. The same bank has $50 for every $100 in
liabilities in interest-rate sensitive liabilities, the other $50 are in liabilities that are not
interest-rate sensitive. If the interest rate on assets increases from 5 to 6 percent, and the
interest rate on liabilities increases from 3 to 4 percent, the impact on the bank’s profits
per $100 of assets will be:
A. an increase of $0.10.
B. a decrease of $0.10.
C. a reduction of $1.00.
D. zero since the interest rates on assets and liabilities increased by the same amount.
Answer:
Diversification can eliminate:
A. all risk in a portfolio.
B. risk only if the investor is risk averse.