If a bank is expecting interest rates to decrease and wishes to take advantage of the expected rate move, then which of the following would be correct positions to take?

I. The bank should have a $$ RS gap and a $+$ Duration gap.

II$.$ The bank should have a $+$ RS Gap and a $$ Duration gap.

III. The bank should have short term & variable rate assets funded by long term fixed rate liabilities.

IV$.$ The bank should have long term fixed rate assets funded by short term & variable rate liabilities.