Bank of South Texas reports an average asset duration of 8 years and an average liability duration of 3 years. In its latest financial report, the bank recorded total assets of $250 million and total liabilities of $170 million. If interest rates began at 2% and then suddenly climbed to 2.5%, what change will occur in the value of Bank of South Texass net worth? By how much would Bank of South Texass net worth change if, instead of rising, interest rates fall from 1% to 0.25%? (10 points)

		NW decrease by -7.30 millions and NW increase by 5.21 millions
		NW decrease by -5.40 millions and NW increase by 3.50 millions
		NW decrease by -7.30 millions and NW increase by 1.52 millions
		NW decrease by -7.30 millions and NW increase by 11.1 millions
		NW decrease by -5.40 millions and NW increase by 3.54 millions