2.2.

yields are in parentheses; amounts are in millions.) Assets Liabilities and Equity Cash 1-month T-bills (7.21%) 3-month T-bills (7.41%) 2-year T-notes (7.66%) 8-year T-notes (9.12%) 5-year munis (floating rate) $ 26 Overnight repos $ 225 107 Subordinated debt 7-year fixed (8.71%) 166 107 116 41 (8.36% reset every six month) Equity 72 Total $463 Total $ 463 a. What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a noninterest-earning asset.) (Enter your answers in millions. Negative amounts should be indicated by a minus sign.) Repricing Gap 30 days 91 days 2 years million million million b. What is the impact over the next 30 days on net interest income if all interest rates rise by 20 basis points? (Input the amount as a positive value.) Net interest income will (Click to select) by $ c. The following one-year runoffs are expected: $15 million for two-year T-notes, $25 milon for the eight- year T-notes. What is the one-year repricing gap? (Enter your answer in millions.) One-year repricing gap million d. If runoffs are considered, what is the effect on net interest income at year-end if interest rates rise by 20 basis points? (Input the amount as a positive value.) Net interest income will (Click to select) by $