2. A bank has the following balance sheet: Suppose interest rates fall such that the average yield on rate-sensitive assets decreases by 15 basis points and the average yield on rate-sensitive liabilities decreases by 35 basis points. a) Calculate the bank's repricing GAP (CGAP), gap to total assets and gap ratio. b) Assuming the bank does not change the composition of its balance sheet, calculate the resulting change in the bank's interest income, interest expense, and net interest income. c) Explain how the CGAP and spread effects influenced this change in net interest income