Which of the following statements is not correct? Select one: a. The duration of a consol bond is independent of coupon rates and face values. b. Asset transformation in Financial institutions may result in a mismatch in asset and liability maturities. c. To measure and hedge interest rate risk, treasurers should manage the duration gap rather than the maturity gap. d. In duration analysis, we calculate net worth as the difference between book (accounting) values of assets and liabilities. e. Financial market integration increases the speed with which interest rate changes and associated volatility are transmitted among countries.