Adverse selection is a problem associated with equity and debt contracts arising from

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问题 Adverse selection is a problem associated with equity and debt contracts arising from

选项 A、the lenders’ ability to legally require sufficient collateral to cover a 100% loss if the borrower defaults
B、the lenders’ relative lack of information about the borrowers’ potential returns and risks of his investment activities
C、the borrowers’ lack of incentive to seek a loan for highly risky investments
D、none of the above

答案B

解析 答案为A项。持续期缺口与银行净值之间的关系如下表所示:[*]本题中,该银行的持续期缺口为负值,因此,当利率上升时,银行净值增加,而当利率下降时,银行净值减少,故选A项。
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