35. What is the six-month gap for the repricing model? Liabilities $ 150 1 Equity capital (fixed) $ 120 125 40 Assets 1 Short-term consumer loans (one-year maturity) 2 Long-term consumer loans 3 Three-month Treasury bills 4 Six-month Treasury notes 5 Three-year Treasury bond 2 Demand deposits (two-year maturity) 3 Passbook savings 130 130 140 120 135 4 Three-month CDs 170 5 Three-month bankers acceptances 120 6 Six-month commercial paper 140 7 One-year time deposits 6 10-year, fixed-rate mortgages 730-year, floating-rate mortgages (rate adjusted every nine months) 160 120 40 8 Two-year time deposits $970 $970 A) $130 million B) - $260 million C) $555 million D) - $155 million E) $300 million 35. What is the six-month gap for the repricing model? Liabilities $ 150 1 Equity capital (fixed) $ 120 125 40 Assets 1 Short-term consumer loans (one-year maturity) 2 Long-term consumer loans 3 Three-month Treasury bills 4 Six-month Treasury notes 5 Three-year Treasury bond 2 Demand deposits (two-year maturity) 3 Passbook savings 130 130 140 120 135 4 Three-month CDs 170 5 Three-month bankers acceptances 120 6 Six-month commercial paper 140 7 One-year time deposits 6 10-year, fixed-rate mortgages 730-year, floating-rate mortgages (rate adjusted every nine months) 160 120 40 8 Two-year time deposits $970 $970 A) $130 million B) - $260 million C) $555 million D) - $155 million E) $300 million