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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

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 = $100 Million; Rate Sensitive Liabilities = $50 Million

b. Rate Sensitive Assets = $50 Million; Rate Sensitive Liabilities = $150 Million

c. Rate Sensitive Assets = $75 Million; Rate Sensitive Liabilities = $70 Million

d. What conclusion you can draw about repricing gap model from above results?

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