If Interest Rates on Both Assets and Liabilities Fall by 2

Multiple Choice

If interest rates on both assets and liabilities fall by 2 percent in the next 90 days,what should happen to this bank's net interest margin?

A) It should rise by 0.5 percent.
B) It should fall by 0.5 percent.
C) It should stay the same.
D) It should rise by 2 percent.
E) It should fall by 2 percent.