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estion 19 The balance sheet of XYZ Bank appears below. All figures in millions of U.S. dollars. t yet swered Liabilities arked out of DO

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estion 19 The balance sheet of XYZ Bank appears below. All figures in millions of U.S. dollars. t yet swered Liabilities arked out of DO 440 Flag question 80 260 Assets Short term consumer loan (one-year maturity) Long term consumer loans Three-month treasury bills Six-months Treasury notes Three-year Treasury bond 10-year, fixed-rate mortgages 30-year, floating rate mortgages (rate adjusted every nine months) 300 Equity Capital 250 Demand Deposit 260 Passbook savings 270 Three-month CDs 340 Three-month bankers' acceptances 240 Six-month commercial paper 280 240 320 280 240 One-year time deposits Two-year time deposits 80 1940 1940 The cumulative one-year repricing gap (CGAP) for the bank is O a. $50 million O b. $30 million O c. $-30 million O d. $-300 million O e. $-280 million

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