A bank could increase asset sensitivity if gap is negative by: A) increasing its long-term securities as a percentage of total assets B) shortening the average maturity of its loans C) replacing variable rate loans with fixed rate loans D) all of the above E) none of the above If the Duration GAP for a bank is positive and interest rates fall, the value of the bank's equity would be expected to: A) Would fall because the value of assets would fall more than the value of liabilities B) Would fall because the value of assets would rise less than the value of liabilities C) Would rise because the value of assets would rise more than the value of liabilities D) Would rise because the value of assets would fall iss than the value of liabilities An interest rate floor: A) obligates both parties to trade at a preset price at a future date B) gives one party the right to buy an underlying good in the future at a preset price C) gives one party the right to sell an underlying good in the future at a preset price D) sets the minimum interest rate paid/received E) none of the above