Ifa U.S. Bank has a cumulative six-months repricing gap based on cumulative rate-sensitive assets (CRSA) of $1,655 million and cumulative rate-sensitive liabilities (CRSL) of $1,450 million, where most of rate sensitive assets and liabilities are priced off the Fed Funds rate as the base rate. In addition, it holds 50 million in 2-year variable interest rate loans to European-based borrowers with the rate reset every six months according to the six-month LIBOR. This curo exposure has not yet been counted in the CRSA of $1,655 million. How do you think the portfolio of European loans should be incorporated into the cumulative six-months gap? How would a 3-percentage point increase in U.S. interest rate impact the Net Interest Margin including the impact on the European loans?