If rate-sensitive assets equal $500 million and rate-sensitive liabilities equals $400 million, what is the expected change in net interest income if rates increase by 1%?
A)Net interest income will increase by $1 million.
B)Net interest income will fall by $1 million.
C)Net interest income will increase by $10 million.
D)Net interest income will fall by $10 million.
E)Net interest income will be unchanged.