Suppose the First National Bank of Madison has $500.00 million in total assets with an average asset duration offive years. Assume that the banks liabilities are comprisedof $86.75 million of demand deposits and $163.75 million inbonds with a 4.00% coupon rate (which pays annually) and a fiveyear time-to-maturity. Further assume that currentmarket interest rates are at 9.00% per annum. What is Duration of the banks bond? What is the duration gap? If interest rates are expected to decrease to 8%. what is the banks change in net worth in millions?