p/P=-Dr

(In the above formula, P and R respectively represent the value of assets or liabilities and the change of annual interest rate, and D is the duration).

r=5.5%-5.0%=0.5%

free

The change of assets is p1=-5 * 0.5% *1000 =-25.

The change of liabilities is p2=-4*0.5%*800=- 16.

To sum up, the value change of the bank is -9.00.