C. Assume that she current market rate is 6% The bank has a one-year debt with a spread of 2.5% share the market rate. The debt rate is fived for spe period and is reset after, when it is rolled over for matching the longer nature of asts. The Beans have a maturity of three years and a centartani fired rate of 10.5%. The NII is immune to interest rate changes for the first year only, se it is stata mare for the second and third years Grense folosing femmtion below Assets Liabilities Ambient 2.700 1,700 10.5% 5% Fixed rate Maturity 3 years 1 year Theses and costs att(using balances as of t-1) Revenues Cests NII 1) Calculate the Encic Value (EV). 5 points) 2 Based on you calculations explain the Sensitivity of economic value to interest rates. points) C. Assume that she current market rate is 6% The bank has a one-year debt with a spread of 2.5% share the market rate. The debt rate is fived for spe period and is reset after, when it is rolled over for matching the longer nature of asts. The Beans have a maturity of three years and a centartani fired rate of 10.5%. The NII is immune to interest rate changes for the first year only, se it is stata mare for the second and third years Grense folosing femmtion below Assets Liabilities Ambient 2.700 1,700 10.5% 5% Fixed rate Maturity 3 years 1 year Theses and costs att(using balances as of t-1) Revenues Cests NII 1) Calculate the Encic Value (EV). 5 points) 2 Based on you calculations explain the Sensitivity of economic value to interest rates. points)