Suppose a bank holds a $3,000,000,5 year annual bond with a 6.5% coupon. The bank pays for this bond with a $3,000,0001 year CD with an annual interest rate of 2.45% interest. What is the asset value if interest rates rise by 75 basis points? 2,906,497.21 2,908,359.82 3,093,502.79 3,095,426,27 3,095,426.27 Suppose a bank holds a $3,000,000,5 year annual bond with a 6.5% coupon. The bank pays for this bond with a $3,000,0001 year CD with an annual interest rate of 2.45% interest. What is the liability value if interest rates rise by 75 basis points? \begin{tabular}{l} 3,022,123.89 \\ 3,021,961.93 \\ 2,978,197.67 \\ \hline 2,978,038.07 \end{tabular}