Consider the following two banks: Bank 1 has assets composed solely of a 10-year, 12.00 percent coupon, $1.9 million loan with a 12.00 percent yield to maturity. It is financed with a 10-year, 10 percent coupon, $1.9 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 $2,045,933.47 and a maturity value of $4,522,90708. It is financed by a 10-year, 11.25 percent coupon, $1,900,000 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. Round your answers to 2 decimal places. (e.g, 32.16)) Before Interest Rise Asset Value After Interest Riker Before Interest Rise Liabilities Value After Interest Rise Difference Difference Bank 1 Bank 2