b. The table below shows an institutions asset and liabilities classification as due or re-price able in the coming days: Maturity Buckets 1 day inext 24 hours) Day 2-day 7 Day 3-day 30 Day 31-day 90 Day 91-day 120 Interest Sensitive Assets $ 40 120 85 280 455 Interest Sensitive Liabilities $ 30 160 55 dollars in millions) Size of Cumulative Gap Gap +10 +10 -40 -30 +20 -10 +30 +20 +60 250 395 80 Comment by looking at the IS Gap and Cumulative Gap what will happen to Net Interest Margin (NIM) if interest rate falls in the next 2 - 7 Days and 8 - 30 Days. What sort of strategy should the management apply? (5 marks) b. The table below shows an institutions asset and liabilities classification as due or re-price able in the coming days: Maturity Buckets 1 day inext 24 hours) Day 2-day 7 Day 3-day 30 Day 31-day 90 Day 91-day 120 Interest Sensitive Assets $ 40 120 85 280 455 Interest Sensitive Liabilities $ 30 160 55 dollars in millions) Size of Cumulative Gap Gap +10 +10 -40 -30 +20 -10 +30 +20 +60 250 395 80 Comment by looking at the IS Gap and Cumulative Gap what will happen to Net Interest Margin (NIM) if interest rate falls in the next 2 - 7 Days and 8 - 30 Days. What sort of strategy should the management apply