Consider the following Balance Sheet for Caribbean Commercial Bank (CCB) (in millions) ASSETS LIABILITIES Floating rate mortgages 400 Demand deposits 350 (currently 17% annually) (currently 8% annually) 30 years fixed rate loans 1 year CD 250 (currently 12% annually) 300 (currently 10% annually) Equity 100 700 700 a. What is CCB expected net interest income (NII) at year end? (1mark) b. What is CCB expected net interest income at year end if interest rates fell by four percent (4%). (2 mark) c. What is CCB expected net interest income at year end if interest rates fell by 200 basis points on assets, but remain stable on liabilities.