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Suppose that your bank owns two assets, $ 7 5 0 in a consumer loan with a 2 . 2 year duration, and $ 5

Suppose that your bank owns two assets, $750 in a consumer loan with a 2.2 year duration, and $550 in a municipal bond with a 4.0 year duration. Which of the following funding schedules would most closely immunize the bank's balance sheet? Support your answer (schedule A, B, or C) with the duration gaps for each plan.
\table[[,Amount,Duration in Years],[Schedule A,$700,3.8],[Small time deposit,400,1.5],[Large CD,200,],[Equity,,],[Schedule B,$575,3.8],[Small time deposit,425,4.0],[Zero Coupon CD,100,1.5],[Large CD,200,],[Equity,,],[,,3.8],[Schedule C,$450,4.0],[Small time deposit,400,1.5],[Zero Coupon CD,350,],[Large CD,100,],[Equity,,]]
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