D. Only a few V C investments make a positive return, but those that do earn a high return. 27. A bank has an average asset duration of S years and an average liability duration of 3 years. This bank has total assets of $500 million and total liabilities of $250 million. Currently, market interest rates are 10 percent. If interest rates fall to 8 percent, what is this bank's change in net worth? A. Net worth will decrease by $31.81 million B. Net worth will increase by $31.81 million C. Net worth will increase by $27.27 million D. Net worth will decrease by $27.27 million E. Net worth will not change at all 28. If a bank has a positive GAP, an increase in interest rates will cause interest income to , interest expense to A. increase, increase, increaeand net interest income to increase, decrease, increase C. increase, increase, decrease D. decrease, decrease, decrease E. decrease, increase, increase