Use the balance sheet of a bank below to answer the following. The duration of asset is 1.5 years, the duration of liabilities 2 years. Assets Liabilities Required Reserves 8 m Money Market Deposits 50 m Excess Reserves 7 m 3-year CDs 60 m T-bills 85 m Capital 10 m Mortgages 15m Commercial Loans 5m What happens to the asset value if the interest rate goes down by 1%? down by 1.36% down by 1.5% goes up by 1.81% O goes up by 1.5% T