Assume a bank has total assets of $40 million with an average duration of 3 years, along with $25 million in total liabilities that have an average duration of 5 years. If interest rates rise by 2 percentage points, by how much will liabilities fall in value due to the change in interest rates? O $1,500,000 $2,500,000 $4.000.000 $2,400,000