A bank has total assets of $145 million, and total liabilities of $135 million, based on market values. The duration of the assets is 10.5 years, and the duration of the liabilities is 7.5 years. To completely immunize this bank's equity from interest rate risk, the risk manager could restructure assets and liabilities to reduce interest rate exposure for this bank byA) decreasing the average duration of its assets to 6.98 years.B) decreasing the average duration of its assets to 6.47 years. c) increasing the average duration of its liabilities to 13.34 years. D) increasing the average duration of its liabilities to 12.18 years.E) increasing the leverage ratio, k, to 3.32.