Homew... X Week 1. Lec.. Week 1 Lec... Week 2 Lec... Week 2 Lec... Week 3_LeC... Week 3_Lec... Risk 2 / 2 140% 6. Suppose that Bank C is offering the following deposit and mortgage rates to their customers: Maturity 1 year 5 years Deposit rate 4% 2% Mortgage rate 6% 5% Assess the bank's interest rate risk when interest rates increase by 3% for the first two years and discuss a strategy to eliminate the risk if any