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1,2,3 and 4 please. Thank you 1 Cross out the following assets or liabilities that DO NOT fit the 6-month repricing sensiti test (3 points)

1,2,3 and 4 please. Thank you image text in transcribed
1 Cross out the following assets or liabilities that DO NOT fit the 6-month repricing sensiti test (3 points) 3-month U.S. Treasury bills 1-year U.S. Treasury notes 20 year U.S. Treasury bands 20-year floating-rate corporate bonds with semi-annual repricing 30.wear floating-rate mortgages with replicing every two years 30-year floating-rate mortgages with repricing every six months Overnight fed funds 9-month fixed rate CDs 6-month fixed-rate CDs 5-year floating-rate CDs with annual repricing Common stock Use the following information to answer questions 2-4 Liabilities and Equity Overnight repos Subordinated debt 7-year fixed rate (8.55%) $170 $10 75 75 50 100 Assets Cash 1-month T-bills (7.05%) 3-month T-bills (1.25%) 2-year T-notes (7.50%) 8-year T-notes (8.96%) 5-year munis (floating rate) (8.20% reset every 6 months) Total assets 150 $335 Equity Total liabilities & equity 2. What is the 6-month repricing gap? (2 points) 3. What is the effect on the financial institution's net interest income if interest rates increase by 25 basis points? (2 points) 4. What is the one-year repricing gap if the following one-year runoffs are expected: $12 million for two-year T-notes and $25 million for eight-year T-notes. (3 points) 1 Cross out the following assets or liabilities that DO NOT fit the 6-month repricing sensiti test (3 points) 3-month U.S. Treasury bills 1-year U.S. Treasury notes 20 year U.S. Treasury bands 20-year floating-rate corporate bonds with semi-annual repricing 30.wear floating-rate mortgages with replicing every two years 30-year floating-rate mortgages with repricing every six months Overnight fed funds 9-month fixed rate CDs 6-month fixed-rate CDs 5-year floating-rate CDs with annual repricing Common stock Use the following information to answer questions 2-4 Liabilities and Equity Overnight repos Subordinated debt 7-year fixed rate (8.55%) $170 $10 75 75 50 100 Assets Cash 1-month T-bills (7.05%) 3-month T-bills (1.25%) 2-year T-notes (7.50%) 8-year T-notes (8.96%) 5-year munis (floating rate) (8.20% reset every 6 months) Total assets 150 $335 Equity Total liabilities & equity 2. What is the 6-month repricing gap? (2 points) 3. What is the effect on the financial institution's net interest income if interest rates increase by 25 basis points? (2 points) 4. What is the one-year repricing gap if the following one-year runoffs are expected: $12 million for two-year T-notes and $25 million for eight-year T-notes. (3 points)

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