Suppose that you are the manager of a bank whose $100 billion of assets have an average duration of four years and whose $90 billion of liabilities have an average duration of six years. Conduct a duration analysis for the bank, and show what will happen to the net worth of the bank if interest rates rise by 2 percentage points. Assets fall in value by $ 8 billion. (Round your response to the nearest whole number.) Liabilities fall in value by $ 10.8 billion. (Round your response to two decimal places.) Net worth increases by $ 2.8 billion. (Round your response to one decimal place.)