When a bank desire to immunize their balance sheet to protect shareholders against interest rate risk, the bank would like to have a. the maturity gap to be zero. b. the repricing gap to be zero. oc the duration gap to be zero. Od the effect of a change in the level of interest rates on the value of the assets of the Fi to be exactly offset by the effect of the same change in interest rates on the liabilities of the Fi. e the immunization to coincidentally occur