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If a bank's initial GAP is -$100 million after which it doubles its rate-sensitive assets and liabilities, what is the expected change in net interest

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If a bank's initial GAP is -$100 million after which it doubles its rate-sensitive assets and liabilities, what is the expected change in net interest income if rates increase by 1 percentage point (Assume a parallel shift in the yield curve)? Net interest income will increase by 2 million Net interest income will increase by 1 million Net interest income will fall by 2 million Net interest income will fall by 1 million

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