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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

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 = $138 million; Rate-sensitive liabilities = $69 million.

b. Rate-sensitive assets = $69 million; Rate-sensitive liabilities = $188 million

c. Rate-sensitive assets = $97 million; Rate-sensitive liabilities = $89 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))

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