Suppose you are the manager of a bank whose $$70$ billion of assets have an average duration of three years and whose $$50$ billion of liabilities have an average duration of two 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.

The assets $,$ in value by $ billion. $($Round your response to one decimal place.$)$

The liabilities in value by $$,$ billion. $($Round your response to one decimal place.$)$

$\backslash$table$[[$The net worth of the bank,by $$,$ billion. $($Round your response to one decimal place.$)]]$

What action will not reduce the bank's interest$-$rate risk?

A$.$ Lengthening the maturity of the liabilities to a duration of three years.

B$.$ Lenghtening the maturity of the assets to a duration of five years.

C$.$ Shortening the maturity of the assets to a duration of two years.

D$.$ Swapping the interest earned on the assets with the interest on another bank's assets that have a duration of two years.