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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 = $114 million; Rate-sensitive liabilities = $57 million. b. Rate-sensitive assets = $57 million; Rate-sensitive liabilities = $164 million. c. Rate-sensitive assets = $84 million; Rate-sensitive liabilities = $77 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)) Answer is complete but not entirely correct. Net Repricing interest gap income 5.70 O million 57.00 O million a. (10.70) O million $ (107.00) O million IS b. 7.00 O million 0.70 O million Is C

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