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If XYZ bank has marketable securities totaling $50 million with an interest-rate sensitivity weight of 2.0. Loans of $210 million and investments of $130 million
If XYZ bank has marketable securities totaling $50 million with an interest-rate sensitivity weight of 2.0. Loans of $210 million and investments of $130 million with interest rate sensitivity weights of 2.8 and 2.3 respectively. It also has $270 million in interest-bearing deposits with an interest rate sensitivity weight of 1.8 and other money market borrowings of $150 million with an interest rate sensitivity weight of 2.0. Calculate the weighted interest-sensitive gap for XYZ bank
$-196.5 million
-$75.5 million
$201 million
$70.5 million
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