Suppose that your bank currently operates with a duration gap of $2\mathrm{.}2$ years. Which of the following will serve to reduce the bank's interest rate risk?

a$.$ Issue a one$-$year zero coupon $CD$ to a customer and use the proceeds to buy a three$-$year zero coupon Treasury bond.

b$.$ Sell $$5$ million in one$-$year bullet $($single payment$)$ loans and buy three$-$month Treasury bills.

c$.$ Obtain two$-$year funding from the Federal Home Loan Bank and lend the proceeds overnight in the federal funds market.