Table 1 shows the amounts and durations of the Example Bank's assets and liabilities. The bank manager wants to know: a) What is the average duration of assets and liabilities? (Fill in the Table1) b) What happens to assets and liabilities when interest rates rise from 8% to 12% ? c) What is the duration gap for the Example Bank? d) Using the duration gap analysis, find the change in the market value of net worth as a percentage of assets if interest rates rise from 8% to 12%. e) Suppose the bank manager wants to immunize completely the market value of the bank's net worth from interest-rate risk. How can he do that? What are the results, show the calculations and explain