Suppose that Chase holds $500 million in assets with an average duration of 6 years, and it holds $100 million in liabilities with an average duration of 3 years. Further suppose there is a 5% increase in interest rates. What's the percentage decrease in J.P. Morgan Bank's net worth relative to the total original asset value? A. 11% B. 7.2% C. 27% D. 9.9% E. Suppose Amazon has rate-sensitive assets $100 million and rate-sensitive liabilities $200 million. If you expected interest rate will decrease by 5% in the future, Amazon will A. Make 1.5 million B. Lose 10 million C. Make 5 million D. Lost 5 million