If a bank manager is quite certain that interest rates are going to fall within the next six months, how should the bank manager adjust the banks six-month repricing gap to immunise the net interest income against the falling of interest rates ?

Which one is correct

The bank should set its repricing gap to a negative position. In this case, as rates fall, market value of liabilities will fall by more than market value of assets.

The bank should set its repricing gap to a zero position. In this case, as rates fall, interest income will fall by less than interest expense.

The bank should set its repricing gap to a zero position. In this case, as rates fall, interest income and interest expense will fall by the same amount, protecting the net interest income.

The bank should set its repricing gap to a negative position. In this case, as rates fall, interest income will rise by more than interest expense.

The bank should set its repricing gap to a positive position. In this case, as rates fall, market value of liabilities will fall by more than market value of assets.