A bank has the following balance sheet: Assets Return Million $ Cash Investments ( 1 year) 0.00 % $ 35 4.00 % $ 200 6.00 % $ 225 4 6.75 % $ 250 Liabilities and Equity Cost Fixed-rate deposits Rate- sensitive deposits Fed fund borrowings Long-term borrowings at fixed rate (maturity > 1 year) 3.50 % 2.00 % 2.50% 5.50 % Milli Equity Total $ 710 Total What will be the change in net interest income at year-end if interest rates rise by 2 percent using the Funding Gap Method? Enter answer as decimal 0.00 Liabilities and Equity Fixed-rate deposits Rate- sensitive deposits Fed fund borrowings Long-term borrowings at fixed rate (maturity > 1 year) Equity Total Cost Millions $ 3.50 % $ 240 2.00 % $ 260 2.50% $ 25 5.50% $119 $ 66 $ 710 4 A bank has the following balance sheet: Assets Return Million $ Cash Investments ( 1 year) 0.00 % $ 35 4.00 % $ 200 6.00 % $ 225 4 6.75 % $ 250 Liabilities and Equity Cost Fixed-rate deposits Rate- sensitive deposits Fed fund borrowings Long-term borrowings at fixed rate (maturity > 1 year) 3.50 % 2.00 % 2.50% 5.50 % Milli Equity Total $ 710 Total What will be the change in net interest income at year-end if interest rates rise by 2 percent using the Funding Gap Method? Enter answer as decimal 0.00 Liabilities and Equity Fixed-rate deposits Rate- sensitive deposits Fed fund borrowings Long-term borrowings at fixed rate (maturity > 1 year) Equity Total Cost Millions $ 3.50 % $ 240 2.00 % $ 260 2.50% $ 25 5.50% $119 $ 66 $ 710 4