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a. Calculate the value of MMCs rate-sensitive assets, rate sensitive liabilities, and repricing gap over the next year. Assets Liabilities 1. Cash and due from

a. Calculate the value of MMCs rate-sensitive assets, rate sensitive liabilities, and repricing gap over the next year.

Assets

Liabilities

1. Cash and due from $6.25

1. Equity capital (fixed) $25.00

2. Short-term loan (1yr) 62.50

2. Demand deposits 50.00

3. Long-term loan (2yr) 31.25

3. Passbook savings 37.50

4. Three-month T-bills 37.50

4. Three-month CDs 50.00

5. Six-month T-notes 43.75

5. Three-month bankers acceptances 25.00

6. Three-year T-bonds 75.00

6. Six-month commercial paper 75.00

7.10yr, fixed-rate mortgage 25.00

7.One-year time deposits 25.00

8. 30yr, floating-rate mortgage 50.00

8.Two-year time deposits 50.00

9. Premises 6.25

Total $337.50

Total 337.50

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