A bank has an average asset duration of 4 years and an average liability duration of 3 years. This bank has total assets of $600 million and total liabilities of $450 million. Currently, market interest rates are 10 percent. If interest rates rise by 2 percent (to 12 percent), what is this bank's change in net worth? A. Net worth will decrease by $25.82 million B. Net worth will increase by $31.82 million C. Net worth will decrease by $19.09 million D. Net worth will increase by $14.18 million E. Net worth will not change at all Which of the following would be an example of an asset that is non- repriceable within 1 year? A. Short-term loan that matures in 10 days B. 30-year mortgage loan with fixed interest rate C. Demand deposits that do not pay an interest rate D. Short term government securities with 3-month maturity O E. All of the above are examples of non-repriceable assets Amy Farmer is thinking about investing in the Guthrie National Bank. Having access to the bank's internal Value-at-Risk calculations, she noticed that the bank's VaR has recently increased substantially as a result of higher trading activities. What type of risk exposure is Amy observing? O A. Market risk B. Operational risk C. Credit risk D. Interest rate risk E. Liquidity risk 100