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9) A bank has the following balance sheet Assets Liabilities and Equity Fixed-rate deposits Rate-sensitive deposits Return Million $ Millions $ Cost Cash 0.00% $

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9) A bank has the following balance sheet Assets Liabilities and Equity Fixed-rate deposits Rate-sensitive deposits Return Million $ Millions $ Cost Cash 0.00% $ 35 S 240 3.50% Investments 4.00% $ 200 $ 260 2.00% (1 year) Short-term Fed fund loans 25 6,00% 2.50% 225 borrowings ( 1 year) S 119 5.50% $ 250 6.75% (maturity 1 year) Equity 66 S 710 $ 710 Total Total The bank's one-year repricing gap is (million $) A) $425. B) $285 C) $74. D) $140 E) $66 Answer Here

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