4 Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses; amounts are in millions.) 3 points $ 240 Assets Cash 1-month T-bills (7.248) 3-month T-bills (7.44%) 2-year T-notes (7.69%) 8-year T-notes (9.15%) 5-year munis (floating rate) (8.39% reset every six months) Total Liabilities and Equity $ 29 Overnight repos 113 Subordinated debt 113 7-year fixed (8.74%) 69 119 44 Equity 169 78 $ 487 $ 487 Total a. What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a non-interest-earning asset.) b. What is the impact over the next 30 days on net interest income if all interest rates rise by 60 basis points? c. The following one-year runoffs are expected: $18 million for two-year T-notes, $28 million for the eight-year T-notes. What is the one- year repricing gap? d. If runoffs are considered, what is the effect on net interest income at year-end if interest rates rise by 60 basis points? Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. Required A Required B Required C Required D What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a non-interest- earning asset.) (Enter your answers in millions. Negative amounts should be indicated by a minus sign.) 30 days 91 days 2 years Repricing Gap $ (127) million (14) million 55 X million