The Suwanee River Bank has an asset portfolio valued at $250 and liabilities valued at $225. The average duration of liabilities is 4.5 years. The current level of interest rates is 3 percent. If you wanted to immunize their net worth against any changes in interest rates, what average duration of assets should you strive for? The Suwanee River Bank has an asset portfolio valued at $250 and liabilities valued at $225. The average duration of liabilities is 4.5 years. The current level of interest rates is 3 percent. If you wanted to immunize their net worth against any changes in interest rates, what average duration of assets should you strive for?