If a bank has a duration gap of 4.0 years, and interest rates increase from 6% to 8%, what is the change in the dollar value of equity (assume that assets are $1 billion)? O Credit derivatives do not protect against credit risk exposure O Regulators may decide to lower the amount of capital needed for banks using these derivatives The partner in the swap or option contract may fail to perform O Regulators may decide that these derivatives make the bank more stable and efficient O All of the above are risks of using credit derivatives