Question 8 (Mandatory) (10 points) A bank has total assets of $830 million, and total liabilities of $700 million, based on market values. The duration of the assets is 8.246 years, and the duration of the liabilities is 5.346 years. To completely immunize this bank's equity from interest rate risk, the risk manager could restructure assets and liabilities to reduce interest rate exposure for this bank by OA) increasing the average duration of its assets to 9.56 years. B) decreasing the average duration of its assets to 4.00 years. C) increasing the average duration of its liabilities to 6.78 years. D) increasing the average duration of its liabilities to 9.782 years, E) increasing the leverage ratio, k, to 1