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A bank has the following balance sheet: Assets Return Million $ Cash 0.00 % $ 75 Investments 4.00 % $ 200 ( 1 year) Liabilities

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A bank has the following balance sheet: Assets Return Million $ Cash 0.00 % $ 75 Investments 4.00 % $ 200 ( 1 year) Liabilities and Equity Fixed-rate deposits Rate- sensitive deposits Fed fund borrowings Long-term borrowings at fixed rate (maturity > 1 year) Cost 3.50% 2.00 % 2.50 % 5.50 % Milli loans $250 (maturity > 1 year) Total $ 750 The bank's one-year repricing gap is (million $) Enter answer as number 0000 6.75 % ore mour rate (maturity > 1 year) Equity Total 5.50 % 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 % Millions $ $ 240 $ 300 $ 25 $ 119 Rate- sensitive deposits Fed fund borrowings Long-term borrowings at fixed rate (maturity > 1 year) Equity Total 2.00% 2.50% 5.50 % $300 $25 $ 119 $ 66 $ 750

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