4. (a) If your bank is an asset-sensitive one, which strategy will you follow if interest rate falls, and why? 2 (b) The following tables represent a part of XYZ Bank's balance sheet: Based on the above tables, i. Calculate the average duration of assets and liabilities. ii. Calculate the current leverage-adjusted duration gap. iii. Calculate the change in the value of net worth if the interest rates for both assets and liabilities register a rise from 6% to 9%, and comment on the result. 2 3 3