Consider the following two banks. Bank 1 has assets composed solely of a 10-year, 12.00 percent coupon, $2.2 million loan with a 12.00 percent yield to maturity. It is financed with a 10 year, 10 percent coupon, $2.2 million CD with a 10 percent yield to maturity. Bank 2 has assets composed solely of a 7-year, 12.00 percent, zero-coupon bond with a current value of $1,963,434.17 and a maturity value of $4,340,527.41 It is financed by a 10-year 8 25 percent coupon, $2.200,000 face value CD with a yield to maturity of 10 percent. All securities except the zero-coupon bond pay interest annually a. If interest rates rise by 1 percent (100 basis points), what is the difference in the value of the assets and liabilities of each bank? (Do not round intermediate calculations. Negative amounts should be indicated by a minus sign. Enter the answers in dollars, not millions of dollars. Round your answers to 2 decimal places. (e.g. 32.16)) Bank 1 Bank 2 Before Interest Rise Asset Value After interest Rise Difference Before Interest Rise Liabilities Value After Interest Rise Difference