Can u help me with this homework question: Question $1$

The current duration of bank A$$s assets is $10$ years, and the current duration of bank A$$s liabilities is $8$

years. What could bank A do to immunize its wealth against interest rate fluctuations?

A$.$ Sell short$-$term coupon bonds and buy long$-$term coupon bonds with same coupon rate

B$.$ Sell coupon bonds and buy zero$-$coupon bonds

C$.$ Offer more savings accounts with commitment

D$.$ Both A and B

E$.$ None of the above