How Can a Negative Duration Gap of 0

Multiple Choice

How can a negative duration gap of 0.21 years be interpreted?

A) The FI is exposed to decreasing interest rates because it has a negative duration gap of 0.21 years.
B) The FI is exposed to increasing interest rates because it has a negative duration gap of 0.21 years.
C) The FI is not exposed to interest rate changes since it is running a matched book.
D) The FI's exposure will depend on its maturity gap.