decline; 11% First National Bank Assets increase; 11% increase; 10% decline; 5% Rate-sensitive Fixed-rate $20 million $80 million Table 23.1 Refer to Table 23.1. Assuming that the average duration of its assets is five years, while the average duration of its liabilities is three years, a rise in interest rates from 5% to 10% will cause the net worth of First National to by of the total original asset value. Liabilities $50 million $40 million