the duration of the equity is -8.5, but what about question b?

22. You have a bank with the following balance sheet where durations are given in brackets. And the yearly interest rate is 1%. a. What is the duration of equity? b. If the interest rate goes up by 0.1% by how much would the equity value change? c. How many of your mortgages do you need to buy using your cash or sell and put it into cash to make the equity duration zero