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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 = $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.
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