A financial institution holds a portfolio consisting of three assets: (a) $20 million long-term bond securities, (b) $50 million long-term loans, and (c) $30 million T-bills. The duration of three assets is as follows. What is the expected change in the portfolio value if the current market interest rates decrease from 5% to 3%? Choose the closest answer below. Asset Duration Long-term bonds Long-term loans 5 years 9 years T-bills 1 year The portfolio value will increase by $9.43 million. The portfolio value will increase by $11.05 million. The portfolio value will decrease by $10.87 million. The portfolio value will decrease by $12.24 million