A bank has the following asset and liability portfolios. What is the gap?

Rate$-$

sensitive

assets

Floating$-$rate

loans

Floating$-$rate mortgages

Short$-$term

Treasury securities

a$.0\mathrm{.}896$

b$.5750$ milition

c$.1\mathrm{.}12$

Amount $($in millions$)$

$$4,000$

$1,000$

MMDAs

$1,500$

$$6,500$

Rate$-$sensitive

liabilities

NOW accounts

Short$-$term CDs

Amount

$($in millions$).$

$$1,750$

$4,500$

$1,000$

$$7,250$