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Assets Amount Rate Liabilities and Equity Amount Rate Rate sensitive 6,000 7% Rate sensitive 7,000 3% Fixed rate 4,500 10% Fixed rate 3,200 5% Non-earning

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Assets Amount Rate Liabilities and Equity Amount Rate Rate sensitive 6,000 7% Rate sensitive 7,000 3% Fixed rate 4,500 10% Fixed rate 3,200 5% Non-earning 2,500 Non-paying liabilities and equity 2,800 Total 13,000 Total 13,000 Unit: Thousand GBP. a) Calculate the bank's GAP b) Calculate the bank's Net Interest Income c) Calculate the bank's Net Interest Margin. d) Calculate the change in Net Interest Income and Net Interest Margin if there is a parallel shift in the yield curve of 1 percentage point higher during the year. Comment on your findings using the data and the implications of GAP analysis

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