The is worth 1.15 euros and the euro is worth $1.3. Statistical analysis indicates that when the euro rises 1% against the dollar, the pound rises 0.5% against the euro and vice versa. A U.S. bank has assets of 50 million that mature in 6 months funded with liabilities of 55 million due in a year. The bank would be hurt by: 1. An increase in the value of the euro against the dollar. II. A decrease in the value of the euro against the dollar. III. An increase in euro interest rates relative to pound interest rates. IV. An increase in pound interest rates relative to euro interest rates. O I and II only O I and III only O II and IV only O II and III only O I and IV only