Can anyone provide a step-by-step answer key for this question? Thank you.

$975) Securities (at par) Loans (at par) $250 Deposits $760 Capitale $35 If the loan portfolio consists of a five-year, 10 percent annual coupon loan selling at par, what is the market, or economic, value of capital if interest rates increase 1 percent? A. $35 million. B. -$155 million. C. $7 million. D. -$7 million. E. $0. $975) Securities (at par) Loans (at par) $250 Deposits $760 Capitale $35 If the loan portfolio consists of a five-year, 10 percent annual coupon loan selling at par, what is the market, or economic, value of capital if interest rates increase 1 percent? A. $35 million. B. -$155 million. C. $7 million. D. -$7 million. E. $0