Duration Bank Has the Following Assets and Liabilities as of Year-End

Duration Bank has the following assets and liabilities as of year-end. All assets and liabilities are currently priced at par and pay interest annually. What is the FI's maturity gap?

A) -2.03 years.
B) -2.50 years.
C) -1.07 years.
D) -0.70 years.
E) -0.40 years.