5. The duration of the assets of your bank is 5.3 years and the duration of your liabilities is 2.1 years. You are a bank manager and your bank has $110,000 in assets and $10,000 million in equity. Suppose the current interest rate is 3% and the Fed decides to increase rates by 25 basis points. If you decide to keep the duration of assets at 5.3 years, what must you change the duration of liabilities to in order to be immunized against interest rate risk