3. Below is a hypothetical GAP report of the bank (in thousands of dollars) 100 0-2 2-6 6-9 9-12 1-3 Beyond 3 Months Months Months Months Years Years Total Assets 100 200 300 100 150 950 Liabilities 50 100 200 250 150 200 950 GAP 50 100 100 - 150 -50 -50 Cumulative GAP 50 150 250 100 50 0 a) What is the change in NII due to a 1.5% increase in i only for the first two quarters? b) What is the change in NII due to a 1.5 % increase in for the whole year? c) What is the change in NII due to the change in the shape of the yield curve for the whole year (0-2 months by 3%, 2-6 months by 2%, 6-9 months by 1%, 9-12 months by 0.5%)? 4. Find any bank's financial statement Compute the change in NII due to a 1 % increase in the whole year's interest rate? Present your calculations similar to the Excel table I presented using the collapsed version of the Bank of Montreal's financial statement. 'T' Focus AA E 3. Below is a hypothetical GAP report of the bank (in thousands of dollars) 100 0-2 2-6 6-9 9-12 1-3 Beyond 3 Months Months Months Months Years Years Total Assets 100 200 300 100 150 950 Liabilities 50 100 200 250 150 200 950 GAP 50 100 100 - 150 -50 -50 Cumulative GAP 50 150 250 100 50 0 a) What is the change in NII due to a 1.5% increase in i only for the first two quarters? b) What is the change in NII due to a 1.5 % increase in for the whole year? c) What is the change in NII due to the change in the shape of the yield curve for the whole year (0-2 months by 3%, 2-6 months by 2%, 6-9 months by 1%, 9-12 months by 0.5%)? 4. Find any bank's financial statement Compute the change in NII due to a 1 % increase in the whole year's interest rate? Present your calculations similar to the Excel table I presented using the collapsed version of the Bank of Montreal's financial statement. 'T' Focus AA E