Delta Bank has the following assets: consumer loans ($100; 2.4), commercial loans ($300; 5.5), mortgages ($400; 9.6), and Treasury bonds ($200; 7.3). It also has the following liabilities: demand deposits ($50; 0.2), NOW accounts ($150; 0.6), MMDAs ($250; 0.7), and CDs ($450; 0.9). All dollar amounts in parentheses are in thousands; the second number is the average duration in years for that particular item. Find the DURAS and DURLIAB for Delta.

DURAS = 7.19 and DURLIAB = 0.83

DURAS = 6.80 and DURLIAB = 0.83

DURAS = 6.80 and DURLIAB = 0.76

DURAS = 7.19 and DURLIAB = 0.76