Quiz r Time left 0:55:33 4 Acac Assets Liabilities 1 Rate- ed sensitive $80 million $100 million out of Fixed-rate $120 million $100 million Multi question 2 3 Which of the following selection would not satisfy the statement below? "If the average duration of its assets is four years and the average duration of liabilities is three years, then a 5% increase in the interest rate will cause the net worth of First National Calcu Bank to _ by _of the original asset's total value." 5 O a. increase; 10 percent Finish atter O b. decline; 5 percent O c. increase; 20 percent O d. increase; 15 percent O e. decline; 15 percent O Of. decline; 10 percent