Given duration gap determined above, if CB expects interest rates to increase, should it consider hedging its interest rate risk? Why or why not? Explain your answer in terms of how the market value of assets and liabilities will change if interest rates were to increase and the ultimate effect on bank equity.

( I am stuck on this question. The exhibit in my book says that the bank should consider hedging its interest rate risk but I'm not sure why? In the previous question, the duration gap that I found was 4.53. Thanks)