The First National Bank of Gotham has $$2000$ in assets with an average duration of $5$ years. This bank has

$$1600$ in liabilities with an average duration of $3\mathrm{.}5$ years. Market interest rates start at $6\%$ and rise by $1\%.$

What is the change in net worth of this bank?

A$.$

$$0$

B$.$

$$28\mathrm{.}30$

C$.$

$$41\mathrm{.}51$

D$.$

minus $$28\mathrm{.}30$

E$.$

minus $$41\mathrm{.}51$