Derby Bank has the following balance sheet. Assets ($ million) Liabilities and equity ($ million) Treasury notes 100 Deposits 175 Loans 200 Overnight purchased funds 120 Non-earning assets 50 Equity 55 Total assets 350 Total liabilities and equity 350 Derby Bank's largest customer decides to exercise a $25 million loan commitment, and the bank adopts an asset liquidity management approach by liquidating Treasury notes to fund this loan commitment. Which of the following statements is CORRECT? Select one: O a. After the transactions, the bank has 75m in Treasury notes, 225m in loans, and total assets remain unchanged. O b. After the transactions, the bank has 125m in Treasury notes, 175m in loans, and total assets remain unchanged. O c. After the transactions, the bank has 125m in Treasury notes, 200m in loans, and 375m in total assets. O d. After the transactions, the bank has 100m in Treasury notes, 225m in loans, and 375m in total assets