Which of the following statements is True? Select one: O a. An increase in the interest rate leads to an increase in the interest income and a decrease in the interest expense. O b. When the leverage adjusted duration gap is equal to zero, the equity to asset (ROA) ratio of a bank is immune to changes in the interest rate. O c. The cummulative probability of default in a period is always higher than the marginal probability of default in that period. O d. None of the statements is true. O e. All of the statements are true