Community Center Bank earned 6% on its assets and paid 5% on its liabilities in year one. The bank was facing reinvestment risk. In year two, the bank had a negative profit spread of 100 basis points. Which of the following is true? In year two Select one: O a. Rates rose 200 basis points O b. Rates fell 200 basis points O c. Rates fell 300 basis points O d. Community Center Bank became insolvent e. Rates rose 300 basis points