Which of the Following Is True

Which of the following is true?

A) The remaining monthly payments and the current discount factor determine the present value of a mortgage and hence the price at which the mortgage will trade.
B) The risk-free return is composed of the return on a Treasury security of comparable maturity.
C) If the value of mortgages falls-say because of increasing interest rates-the asset side of bank balance sheets falls. However, the liabilities of a bank (i.e., deposits) do not fall. This may result in a bank's (or the banking system's) liabilities becoming greater than its assets.
D) All of the above are true.