4. Consider the following bank balance sheet and associated average interest rates. The time frame for rate sensitivity is one year. a. Calculate the bank's GAP, expected net interest income and net interest margin if interest rates and portfolio composition remain constant during the year. This bank is positioned to profit if interest rates move in what direction? b. Calculate the change in expected net inttrest income and net interest margin if the entire yleld curve shifts 2% higher during the year. Is this consistent with the bank's GAP? c Suppose that instead of a parallel shift in the yield curve, interest rates increase unevenly. Specifically, suppose, that assel yields rise by 0.5% while liabitity rates rise by 0.75%. Calculate the change in net interest income and net interest margin. d. Suppose the bank converts $20,000 of rate sensitive liabilities to fixed rate liabilities during the year and interest rates remain constant. What would be the bank's net interest income? Why is there a difference