Question 3 A bank has an average asset duration of 1.15 years and an average liability duration of 2.70 years. This bank has $250 million in total assets and $225 million in total liabilities. This bank has: A. A negative duration gap of 1.55 years. B. A negative duration gap of 1.28 years. C. None of the other responses are correct. D. A positive duration gap of 1.28 years. E. A negative duration gap of 3.85 years. 10 points First Question Previous Question Question 3 of 10 Next Question Last Question Unsaved change Moving to another question will save this response.