A bank can immunize itself from interest rate risk by

setting the duration of its assets equal to the

duration of its leverage$-$adjusted liabilities.

setting the maturity of its assets equal to the

maturity of its leverage$-$adjusted liabilities.

setting the duration of its largest asset equal to the

duration of its largest liability. $($ THIS IS NOT THE RIGHT ANSWER$)!$

setting the maturity of its largest asset equal to the

maturity of its largest liability.