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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 = $116 million; Rate-sensitive liabilities = $58 million. b. Rate-sensitive assets = $58 million; Rate-sensitive liabilities = $166 million. c. Rate-sensitive assets = $86 million; Rate-sensitive liabilities = $78 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. b. million million million million million million C

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