Question 2 (1 point) A Fl has weighted average duration of the assets equal to 8 years and weighted average duration of the liabilities equals to 5 years. Its asset value is 1000 and equity value is 200. To completely immunize equity value against interest rate changes, a risk manager could restructure assets and liabilities by a) keeping the duration of liabilities unchanged, decreasing the average duration of its assets to 4 years. Ob) keeping the duration of liabilities unchanged, decreasing the average duration of its assets to 5 years. c) keeping the duration of assets unchanged, increasing the average duration of its liabilities to 8 years. d) keeping the duration of assets unchanged, increasing the average duration of ite liabilities to 12 years