Suppose you are the manager of a bank whose $50 billion of assets have an average duration of four years and whose $40 billion of liabilities have an average duration of three years. Conduct a duration analysis for the bank, an show what will happen to the net worth of the bank if interest rates fall by 3 percentage points. The assets in value by 5 billion. (Round your response to one decimal place.) The liabilities v in value by $1 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? O A. Lenghtening the maturity of the assets to a duration of seven years. OB. Swapping the interest earned on the assets with the interest on another bank's assets that have a duration of three years. O C. Lengthening the maturity of the liabilities to a duration of four years. OD. Shortening the maturity of the assets to a duration of three years. Suppose you are the manager of a bank whose $50 billion of assets have an average duration of four years and whose $40 billion of liabilities have an average duration of three years. Conduct a duration analysis for the bank, an show what will happen to the net worth of the bank if interest rates fall by 3 percentage points. The assets in value by 5 billion. (Round your response to one decimal place.) The liabilities v in value by $1 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? O A. Lenghtening the maturity of the assets to a duration of seven years. OB. Swapping the interest earned on the assets with the interest on another bank's assets that have a duration of three years. O C. Lengthening the maturity of the liabilities to a duration of four years. OD. Shortening the maturity of the assets to a duration of three years