A bank has $140 million in assets, $120 million in liabilities and $20 million in shareholders' equity. The banks liabilities are mainly deposits, and these have an estimated duration of 1.3. The bank is concerned about interest rate risk and wants to immunize its net worth (i.e. shareholders equity) against the impact of changes in the interest rate. The bank's assets are mostly loans and bonds. What duration of bank assets is required to achieve the banks goal of immunizing its net worth against interest rate risk?