If a bank has a duration gap of 2 years, then a rise in interest rates from 6 percent to 9 percent will lead to a rise in the market value of its net worth of 5.66 percent. a rise in net interest income of 5.66 percent. a fall in the market value of its net worth of 5.66 percent. a fall in net interest income of 5.66 percent. an unknown change.