The First National Bank of Gotham has an average asset duration of 9 years and an average liability duration of 5 years. This bank has total assets of $1000 million and total liabilities of $850 million. Currently, market interest rates are 6 percent. If interest rates fall by 1 percent (to 5 percent), what is this bank's change in net worth? A. Net worth will increase by $41.5100 million B. Net worth will increase by $50.48 million C. Net worth will increase by $44.8113 million D. Net worth will decrease by $44.8113 million E. Net worth will decrease by $50.48 million