B. 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 S450 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 Net worth will increase by $31.82 million Net worth will not change at all Net worth will increase by $14.18 million Net worth will decrease by $19.09 million C. D. E