Question 8 Which of the following statements is true concerning a bank's duration gap? A. If a bank has a zero duration gap and interest rates rise, the bank's net worth will not change B. If a bank has a negative duration gap and interest rates rise, the bank's net worth will increase C. If a bank has a positive duration gap and interest rates rise, the bank's net worth will decline D. A bank with a positive duration gap has a longer average duration for its assets than for its liabilities E. All of the other responses are true statements