Please answer the following questions correctly. Thank you

Consider a bank with the following balance sheet: ASSETS VALUE DURATION LIABILITIES VALUE DURATION Cash 5-yr Loan @ 5% 4-yr Loan @ 6% $10,000 5,000 5,000 0 3 2 4-yr Bond LIBOR 3-yr Bond @ 5% 6-yr Bond @ 6% $3,000 5,000 2,000 2 What is the bank's duration gap (in years)? Answer: A bank with a negative duration gap could mitigate it's risk by: Select one a. Entering into a fixed-for-variable interest rate swap for term loans with greater than 1-year maturity b. Selling assets to convert to cash. c. Seeking more cash deposits from customers d. a and b e. a and c f. b and c g. a, b and c. O "Liquidity gap" is the difference between a financial institution's assets and liabilities, caused by assets and liabilities not sharing the same liquidity properties. Select one True False