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Consider the following balasce sboet for Almiran Honest bank (in millions of AFDK a. Calculate the value of Almizan Honeg's ratesensitive assets, raae sensitive liabilities,

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Consider the following balasce sboet for Almiran Honest bank (in millions of AFDK a. Calculate the value of Almizan Honeg's ratesensitive assets, raae sensitive liabilities, and repricing gap over the next year. (30 marks) b. Calculate the expected change in the net interest income for Almiman Honest bank if interest rates rise by 1% on both RSAs and RSI . If interest rates fall by I Tir on both RSAs and RSI 5 , (20 marks) c. Calculate the expected change in the net interest income for Ahmizan Honest bank if interest rates rise by 1.2% oa RSAs and by 1% on RSI.s. If interest rates fall by 1.296 on RSA. and by 1% on RSI.s. (20 marks) ar the toolbar, press ALT +F10 (PC) or MIT +FN+F10 MMac)

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