The following information is about a hypothetical government security dealer named ABC $ $ ABC ($ million) Assets $ Liabilities $ Cash 10 Overnight interbank borrowing 170 (7.00%) T-notes 1 month (7.05%) 75 7 year fixed rate Subordinated debt 150 (8.55%) T-notes 3 months (7.25%) 75 T-notes two-year (7.50%) 50 Equity 15 T-notes 10-year (8.96%) 100 Corporate bonds 25 Floating rate 8% repriced Quarterly) Total assets 335 Total liabilities and Equity 335 If the duration of the assets is 3.41 years and the duration of the liabilities is 3.45 years, ABC dealer will realise: O A Positive duration Gap B. Zero duration Gap OC. Negative duration gap OD None of the listed options is correct