Suppose you are the manager of a bank whose $200 billion of assets have an average duration of five years and whose $190 billion of liabilities have an average duration of seven years. Conduct a duration analysis for the bank, and show what will happen to the net worth of the bank if interest rates fall by 4 percentage points. The assets v in value by billion. (Round your response to one decimal place.) The liabilities in value by $ billion. (Round your response to one decimal place.) 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. Swapping the interest earned on the assets with the interest on another bank's assets that have a duration of seven years. B. Lengthening the maturity of the assets to a duration of seven years. C. Shortening the maturity of the liabilities to a duration of five years. D. Lenghtening the maturity of the assets to a duration of twelve years. Suppose you are the manager of a bank whose $200 billion of assets have an average duration of five years and whose $190 billion of liabilities have an average duration of seven years. Conduct a duration analysis for the bank, and show what will happen to the net worth of the bank if interest rates fall by 4 percentage points. The assets v in value by billion. (Round your response to one decimal place.) The liabilities in value by $ billion. (Round your response to one decimal place.) 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. Swapping the interest earned on the assets with the interest on another bank's assets that have a duration of seven years. B. Lengthening the maturity of the assets to a duration of seven years. C. Shortening the maturity of the liabilities to a duration of five years. D. Lenghtening the maturity of the assets to a duration of twelve years