Help answering the banks' questions. Banks GAP, Bank Net Int Income, Banks Net Int Margin.

Hedging DGAP and EVE Name: \begin{tabular}{|c|c|c|c|c|c|c|c|c|} \hline Assets & Market Value 000s & Rate & \begin{tabular}{c} Duration \\ (Years) \end{tabular} & \begin{tabular}{c} Liabilities and \\ Equity \end{tabular} & \begin{tabular}{c} Market Value \\ 000s \\ \end{tabular} & Rate & Duration (Years) & \\ \hline Cash & 1,250 & & & DDA Depposits & 2,125 & 1.35% & 1.15 & \\ \hline Consumer Loans (4-year variable rate) & 1,950 & 4.50% & 3.85 & Time Deposits & 1,650 & 2.45% & 2.55 & \\ \hline Consumer Loans (3-year variable rate) & 2,395 & 3.75% & 2.75 & CD's & 2,195 & 4.25% & 3.95 & \\ \hline Commercial Loans (5-year variable rate) & 2,655 & 4.25% & 4.55 & MMDAs & 2,050 & 2.75% & 2.55 & \\ \hline Bonds A & (992) & 5.75% & 4.48 & & 8,020 & & & \\ \hline Bonds B & (982) & 4.75% & 3.73 & Equity & (1,744) & & & \\ \hline Total & 6,276 & & 2.878 & & 6,276 & & 2.562 & \\ \hline RSA & 5,026 & & & RSL & 8,020 & & & \\ \hline & Face Value & Term (yrs) & Coupon \% & Frequency & Current \% & Coupon Pmt & Settlement Date & Maturity Date \\ \hline Bond A: & 1,000 & 5 & 5.75% & Annual & 5.95% & 57.50 & 1/1/00 & 1/1/05 \\ \hline Bond B & 1,000 & 4 & 4.75% & Annual & 5.25% & 47.50 & 1/1/00 & 1/1/04 \\ \hline \end{tabular} \begin{tabular}{|l|r|r|r|} \hline What is the present value of Bond A? & ($991.56) & Bond B: & ($982.37) \\ \hline & & & \\ \hline What is the modified duration of Bond A: & 4.231 & Bond B: & 3.547 \\ \hline \end{tabular} \begin{tabular}{|l|l|} \hline What is the banks GAP? (not duration gap) & \\ \hline What is the banks net interest income? & \\ \hline What is the banks current net interest margin? & \\ \hline \end{tabular} If interest rates DECREASE by 2%, how much will net interest income change? What will be the new net interest income and net interest margin? \begin{tabular}{|c|c|c|} \hline Weighted Average Duration of Assets & 2.88 & years \\ \hline Weighted Average Duration of Liabilities & 2.56 & years \\ \hline Duration Gap & (0.396) & \\ \hline Weighted Average Return of Assets (WROA) & 2.98% & \\ \hline Weighted Average Cost of Liabilities (WCOL) & & \\ \hline \end{tabular} \begin{tabular}{|l|l|l|l|l|} \hline How much will the EVE change if interest rates change by: & & 1000s \\ \hline \end{tabular} The bank would like to hedge its balance sheet for 3-months. The bank is