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Consider the following balance shect for Almizan Honest bank (in millions of AED): a. Calculate the value of Almizan Honest's rate-sensitive assets, rate sensitive liabilities,

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Consider the following balance shect for Almizan Honest bank (in millions of AED): a. Calculate the value of Almizan Honest's rate-sensitive assets, rate sensitive liabilities, and repricing gap over the next year. ( 30 marks) b. Calculate the expected change in the net interest income for Almizan Honest bank if interest rates rise by 1% on both RSAs and RSLs, If interest rates fall by 1% on both RSAs and RSLs. (20 marks) c. Calculate the expected change in the net interest income for Almizan Honest bank if interest rates rise by 1.2% on RSAs and by 1% on RSLs. If interest rates fall by 1.2% on RSAs and by 1% on RSLs. ( 20 marks) For the toolbar, press ALT+F10 (PC) or ALT+FN+F10 (Mac)

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