Integrity Bank's leverage adjusted duration gap has decreased recently. Because of this: Select one: a. The increase in net worth of the bank will be smaller if interest rate decreases b. The increase in market value of assets of the bank will be larger if interest rate increases O c. The decrease in net worth of the bank will be larger if interest rate increases d. The increase in net worth of the bank will be larger if interest rate decreases e. The increase in net worth of the bank will be larger if interest rate increases Clear my choice