You calculate that the duration of your assets of your bank is $6\mathrm{.}5$ years and the duration of your liabilities is $4\mathrm{.}5$ years. You currently have $$80$ million in liabilities and $$5$ million in equity. If you held DA constant at $6\mathrm{.}5$ years, what must you change the duration of your liabilities to in order to be immunized against interest rate risk?