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Assume a bank has the following balance sheet ( in millions ) . a . Determine the 6 - month and 1 - year GAP.

Assume a bank has the following balance sheet (in millions).
a. Determine the 6-month and 1-year GAP.
b. What is the net impact on net interest income (NII), if interest rates are expected to
decrease by 0.5% for both time buckets?
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