7. Consider the following asset and liability structures: County Bank Asset: $10 million in a one-year, fixed-rate commercial loan Liability: $10 million in a three-month CD City Bank Asset: $10 million in a three-year, fixed-rate commercial loan Liability: $10 million in a six-month CD 1. Calculate each bank's three-month. six-month, and one-year cumulative GAP. 1. Which bank has the greatest interest rate risk exposure as suggested by each GAP measure? Consider the risk position over the different intervals. 7. Consider the following asset and liability structures: County Bank Asset: $10 million in a one-year, fixed-rate commercial loan Liability: $10 million in a three-month CD City Bank Asset: $10 million in a three-year, fixed-rate commercial loan Liability: $10 million in a six-month CD 1. Calculate each bank's three-month. six-month, and one-year cumulative GAP. 1. Which bank has the greatest interest rate risk exposure as suggested by each GAP measure? Consider the risk position over the different intervals