Suppose the FI manager calculates that: Duration of Assets, years Duration of Liabilities-3 years en the manager learns from an economic forecasting unit that rates are expected to fall from tpercent to 10 percent in the immediate future. Th The EIis initial balanceisheet is assumed to be: Assets (Sh.billionsLiabilities (Sh, billions) L-90 E-10 100 100 Required: a) Calculate the potential loss to equity holders' net worth if the forecast of falling rate proves true. b) Calculate the would be market value of the balance sheet items. c) Show how the new balance sheet would look like. (8 Marks) (12 Marks)