The bank's treasurer is concerned about the potential impact on the bank's value due to a possible future increase in interest rates by the Federal Reserve (FED). To address this concern, the treasurer has requested the manager to include a new scenario in the bank's stress testing system where the FED raises interest rates by 200 basis points. The manager is tasked with performing a duration analysis under this scenario. The following table summarizes the bank's balance sheet and the duration of each asset and liability:

Amount (USD million)	Duration (years)	Assets/Liabilities
400	0	Cash
400	1.0	Federal funds loans
600	5.0	Government securities and mortgages
1100	3.0	Loans and leases
2500		Total assets
1000	0.5	Interest-bearing deposits (marketable)
1200	4.0	Other borrowings
2200		Total liabilities

Assuming the current interest rate is 2%, what accurate conclusion can the manager draw from this stress test scenario?