Bank 2 Rate Sensative Fixed Rate Non Earning Assets Yield 600 250 150 Liabilities Rate 600 220 11% ON 100 Equity Total 1000 1000 32. Calculate the Gap 33. Calculate Net Interest income 34. Calculate Net Interest Margin 35. Recalculate Net Interest Income and Net Interest margin when interest rates increase by 1% 36. Calculate a the Duration and Modified Duration of the following Bond Current Price $1,026.24 Face Value 1000 Coupon Rate 8% Maturity 3 years Annual Bond 37. If Interest rates increase by 1 %, what will be the percentage change in the Bond's price