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

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Consider the following balance sheet for Almizan Honest bank (in millions of AED); a. Calculate the value of Almizan Hones's rate-sensitive assets, nate sensitive liabilities, and repricing gap over the next year (30 marks) b. Calculate the expected change in the net interest income for Alraizan Honest bank if interest rates rise by I\% on both RSAs and RSIs. If interest rates fall by 15 on both RSAs and RSLs. (20 marks) c. Calculate the expected change in the net interest incocre for Almizan Hosest bank if interest rates nise by 1,2% on RSAs and by lYe on RSLs. If interest rates fall by 1.25 on MSAs and by 17 on RSLs. (20 marks)

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