A bank has an average asset duration of 1.25 years and an average liability duration of 2.70 years. This bank has $250 million in total assets and $225 million in total liabilities. This bank has: A. A positive duration gap of 1.28 years. B. A negative duration gap of 1.18 years. C. A negative duration gap of 1.45 years. D. A negative duration gap of 1.28 years. E. A positive duration gap of 3.68 years North Andover State Bank has $900 million of assets. The bank has $100 million of investment grade bonds with a duration of 8.0 years. This bank also has $500 million of commercial loans with a duration of 4.0 years. This bank has $300 million of consumer loans with a duration of 2.0 years. This bank has deposits of $600 million with a duration of 1.0 years and nondeposit borrowings of $100 million with an average duration of 0.25 years. What is this bank's duration gap? These are all of the assets and liabilities this bank has. A. This bank has a duration gap of 3.08 years B. This bank has a duration gap of 5.15 years C. This bank has a duration gap of 3.64 years D. This bank has a duration gap of 3.44 years E. This bank has a duration gap of 3.75 years