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Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets

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Calculate the repricing gap and impact on net interest income of a 1 percent increase in interest rates for the following positions: a. Rate-sensitive assets = $136 million; Rate-sensitive liabilities = $68 million. b. Rate-sensitive assets = $68 million; Rate-sensitive liabilities = $186 million. c. Rate-sensitive assets = $95 million; Rate-sensitive liabilities = $88 million. (For all requirements, negative amounts should be indicated by a minus sign. Enter your answers in millions rounded to 2 decimal places. (e.g., 32.16)) Repricing gap Net interest income a million million million b. million C. million million

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