A thrift has an annual CGAP of -$25 million. A credit union has an annual CGAP of +$5 million. The thrift has total assets of $500 million and net income of $7.5 million, and the credit union has total assets of $40 million and net income of $0.7 million. Assuming a zero spread effect, if all interest rates decrease 50 basis points, what is the change in NII for the thrift? Assuming a zero spread effect, if all interest rates increase 50 basis points, what is the change in NII for the credit union?

a. $125,000 -$25,000

b. $125,000, $25,000

c. -$125,000, -$25,000

d. -$125,000, $25,000