A commercial bank has total market value of assets $400 million with an average duration of 3.8 years. Its total market value of liabilities is $360 million with an average duration of 4.3 years. Interest rates have decreased from 4% to 3%. The market value of the net worth of the bank:

Group of answer choices

A. Increased by 0.07%.

B. Decreased by 0.07%.

C. Increased by 0.13%.

D. Decreased by 0.13%.

E. Increased by 0.19%.

F. Decreased by 0.19%