Mutual Assurance Insurance Company has $$782$ million in total assets with an average duration of $5\mathrm{.}47$ years. It has total liabilities $($excluding common equity$)$ of $$696$ million with an average duration of $8\mathrm{.}13$ years. If market interest rates are currently at $8\%,$ what would happen to the company if market interest rates changed to $10\%?$

The value of the company's equity would increase by just over $$25$ million.

The income of the company's assets would decrease by just over $$2\mathrm{.}556$ million.

The value of the company's net worth would decrease by just over $$25$ million.

The income of the company would increase by just over $$2\mathrm{.}556$ million.

The income of the company would increase by $$25\mathrm{.}2$ million.