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

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

A- It should fall by 2 percent.

B- It should fall by .6 percent

C-IT should fall by 4 percent

D- It should fall by 1 percent

E- It should not show any fall

-Please explain