You calculate that the duration of your assets of your bank is 6.5 years and the duration of your liabilities is 4.5 years.  You currently have $80 million in liabilities and $5 million in equity.  What must you do to be immunized against interest rate risk?  PLEASE EXPLAIN.

	Reduce the duration of assets to 4.5 years.
	Hold DL the same and reduce DA to 4.3 years.
	Increase the duration of liabilities to 6.5 years.
	Reduce DA to 5 years and DL to 5.3125 years.
	None of the above

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