4.4.2 total 10 Assume you are the bank analyst and invited to perform the interest tisk analysis on bank's assets with the following information: TIME Bank has 5100 million in one year loans earning a fixed rate equal to 6.25%. The assets are funded by $90 million in liabilities that have a cost of 5.25% and a maturity of two years. Assume all interest rates fall by 100 basis points by next year. Required: a. Compute TIME bank's Net Interest Margin (NIM) at the end of first year. b. Calculate NIM for TIME bank for the second year after interest rate falls. c. Does the TIME bank face re-investment risk or re-financing risk? Give reason