please show work

9. A bank has an average asset duration of 5 years and an average liability duration of 3 years. This bank has total assets of $500 million and total liabilities of $250 million. Currently, market interest rates are 10 percent. If interest rates fall by 2 percent (to 8 percent), what is this bank's change in net worth? A. Net worth will decrease by $31.81 million B. Net worth will increase by $31.81 million C. Net worth will increase by $27 27 million D. Net worth will decrease by $27.27 million E. Net worth will not change at all