A bank has $500 million in long-term assets and $400 million in long-term fixed-rate liabilities. If interest rates rise, the banks net exposure will be ________, assuming that the long-term assets and liabilities are similarly affected. Therefore the bank should focus on hedging the net exposure amount by creating a ______.

a.$100 million; short hedge

b.$100 million; long hedge

c.$900 million; short hedge

d.$900 million; long hedge