The following is the balance sheet of Monash Bank in millions of dollars and reflect market values: Cash 20 Deposits historical average 200 maturity = 4 Years historical average duration = 3.5 years T-Bills 30 days (4.5 50 Certificates of avg, maturity = 6 150 percent, par) Deposit months; avg, duration=6 months T-Bills 91 days (5.0 60 Short-term Debt avg, maturity = 4 150 percent, par) years Commercial avg, maturity = 9.0 300 Long-term debt avg, maturity - 15 200 Loans years: years: avg, duration = 7.5 average duration = years 12 years Consumer Loans avg. maturity = 6.0 200 Equity years; avg, duration - 4.0 years Mortgage Loans avg. maturity = 30 150 Fixed rate years avg, duration - 25 years Mortgage Loans avg, maturity = 30 50 Adjustable years 130 interest rate reset = 6 months Total Assets: 830 830 Total Liabilities & Equity: A risk manager could restructure assets and liabilities to reduce interest rate exposure for this example by Select one: a increasing the average duration of its assets to 9,56 years, b. increasing the average duration of its liabilities to 6.78 years. c. decreasing the average duration of its assets to 4.00 years. d. increasing the leverage ratio, k, to 1. e increasing the average duration of its liabilities to 9.782 years