In 3A, if average interest rates increase by 2% in two quarters, what is the impact on net interest income (NII) ? Assume a parallel increase in interest rates for all assets and liabilities. ($2,529.70) $4,441.71 $4,606.98 ($2,841.71) Question 4 (2 points) In 3A, if average interest rates decrease by 2% in four quarters, what is the impact on net interest income (NII) ? Assume a parallel increase in interest rates. ($4,441.71) ($4,606.98) ($2,841.71) ($5,806.98) \begin{tabular}{|c|c|c|c|c|c|} \hline Federal Funds Sold & $ & 2,529.70 & Federal Funds Purchased & $ & 50,000.00 \\ \hline Fixed Rate Corporate Loans . & & & Demand Deposits & & \\ \hline T+1 & $ & 189,466.49 & Retail & $ & 93,367,57 \\ \hline Floating Rate Corporate Loans & & & Corporate & $ & 98,430.67 \\ \hline T+1 & $ & 129,005.88 & Negotiable CDs, maturing & & \\ \hline T+2 & $ & 126,132.84 & T+1 & $ & 58,000.00 \\ \hline Consumer Loans, maturing & & & T+2 & $ & 58,000.00 \\ \hline T+1 & $ & 55,915.17 & T+3 & $ & 33,000.00 \\ \hline T+2 & $ & 49,567.59 & T+4 & $ & 50,000.00 \\ \hline T+3 & $ & 55,671.60 & Retail Saving Deposits & 5 & 121,326.34 \\ \hlineT+4 & $ & 57,719.36 & Retail CDs, maturing & & \\ \hline Mortgages, maturing & & & T+1 & $ & 102,359.66 \\ \hline T+1 & $ & 26,809.53 & T+2 & 5 & 101,445.79 \\ \hline T+2 & $ & 28,051.55 & Long-term Time Deposits, maturing & & \\ \hline T+3 & $ & 28,887.73 & T+1 & $ & 22,296.18 \\ \hlineT+4 & $ & 21,510.51 & T+2 & $ & 20,762.15 \\ \hlineT+5 & $ & 26,171.02 & T+3 & $ & 21,201.33 \\ \hline T+6 & $ & 29,772.73 & T+4 & $ & 21,324,05 \\ \hline T+7 & 5 & 26,235.46 & T+5 & $ & 21,457.20 \\ \hlineT+8 & $ & 27,689.93 & T+6 & $ & 21,802.59 \\ \hline Bonds, maturing start of & & & T+7 & $ & 22,419.27 \\ \hline T+1 & $ & 15,000.00 & T+8 & $ & 22,490.49 \\ \hlineT+2 & $ & 15,000.00 & Discount Window Advances & $ & - \\ \hlineT+3 & $ & 15,000.00 & & & \\ \hline T+4 & $ & 15,000.00 & & & \\ \hline T+5 & $ & 15,000.00 & & & \\ \hline T+6 & $ & 15,000,00 & & & \\ \hline T+7 & $ & 15,000,00 & & & \\ \hline T+8 & 5 & 15,000.00 & & & \\ \hline Risk-Sensitive Assets (RSAs) T+2 & $ & 634,949.05 & \begin{tabular}{|l|l} 5 & Risk-Sensitive Assets (RSAS) T+4 \\ \end{tabular} & 5 & 828,738.25 \\ \hline Risk-Sensitive Liabilities (RSLs) T+2 & $ & 412,863.78 & 8 Risk-Sensitive Liabilities (RSLS) T+4 & $ & 538,389.16 \\ \hline GAP T+2 (in dollars) & 5 & 222,085.27 & 7 Gap T+4 (in dollars) & s & 290,349.09 \\ \hline GAP ratio = RSA/RSL for T+2 & & 1.54 & 4 GAP ratio = RSA/RSL for T+4 & & 1.54 \\ \hline Total Assets & & 1,033,482.72 & & & \\ \hline GAP/ASSETS for T+2 & & 21.49% & GAP/ASSETS for T+4 & & 28.09% \\ \hline \end{tabular} In 3A, if average interest rates increase by 2% in two quarters, what is the impact on net interest income (NII) ? Assume a parallel increase in interest rates for all assets and liabilities. ($2,529.70) $4,441.71 $4,606.98 ($2,841.71) Question 4 (2 points) In 3A, if average interest rates decrease by 2% in four quarters, what is the impact on net interest income (NII) ? Assume a parallel increase in interest rates. ($4,441.71) ($4,606.98) ($2,841.71) ($5,806.98) \begin{tabular}{|c|c|c|c|c|c|} \hline Federal Funds Sold & $ & 2,529.70 & Federal Funds Purchased & $ & 50,000.00 \\ \hline Fixed Rate Corporate Loans . & & & Demand Deposits & & \\ \hline T+1 & $ & 189,466.49 & Retail & $ & 93,367,57 \\ \hline Floating Rate Corporate Loans & & & Corporate & $ & 98,430.67 \\ \hline T+1 & $ & 129,005.88 & Negotiable CDs, maturing & & \\ \hline T+2 & $ & 126,132.84 & T+1 & $ & 58,000.00 \\ \hline Consumer Loans, maturing & & & T+2 & $ & 58,000.00 \\ \hline T+1 & $ & 55,915.17 & T+3 & $ & 33,000.00 \\ \hline T+2 & $ & 49,567.59 & T+4 & $ & 50,000.00 \\ \hline T+3 & $ & 55,671.60 & Retail Saving Deposits & 5 & 121,326.34 \\ \hlineT+4 & $ & 57,719.36 & Retail CDs, maturing & & \\ \hline Mortgages, maturing & & & T+1 & $ & 102,359.66 \\ \hline T+1 & $ & 26,809.53 & T+2 & 5 & 101,445.79 \\ \hline T+2 & $ & 28,051.55 & Long-term Time Deposits, maturing & & \\ \hline T+3 & $ & 28,887.73 & T+1 & $ & 22,296.18 \\ \hlineT+4 & $ & 21,510.51 & T+2 & $ & 20,762.15 \\ \hlineT+5 & $ & 26,171.02 & T+3 & $ & 21,201.33 \\ \hline T+6 & $ & 29,772.73 & T+4 & $ & 21,324,05 \\ \hline T+7 & 5 & 26,235.46 & T+5 & $ & 21,457.20 \\ \hlineT+8 & $ & 27,689.93 & T+6 & $ & 21,802.59 \\ \hline Bonds, maturing start of & & & T+7 & $ & 22,419.27 \\ \hline T+1 & $ & 15,000.00 & T+8 & $ & 22,490.49 \\ \hlineT+2 & $ & 15,000.00 & Discount Window Advances & $ & - \\ \hlineT+3 & $ & 15,000.00 & & & \\ \hline T+4 & $ & 15,000.00 & & & \\ \hline T+5 & $ & 15,000.00 & & & \\ \hline T+6 & $ & 15,000,00 & & & \\ \hline T+7 & $ & 15,000,00 & & & \\ \hline T+8 & 5 & 15,000.00 & & & \\ \hline Risk-Sensitive Assets (RSAs) T+2 & $ & 634,949.05 & \begin{tabular}{|l|l} 5 & Risk-Sensitive Assets (RSAS) T+4 \\ \end{tabular} & 5 & 828,738.25 \\ \hline Risk-Sensitive Liabilities (RSLs) T+2 & $ & 412,863.78 & 8 Risk-Sensitive Liabilities (RSLS) T+4 & $ & 538,389.16 \\ \hline GAP T+2 (in dollars) & 5 & 222,085.27 & 7 Gap T+4 (in dollars) & s & 290,349.09 \\ \hline GAP ratio = RSA/RSL for T+2 & & 1.54 & 4 GAP ratio = RSA/RSL for T+4 & & 1.54 \\ \hline Total Assets & & 1,033,482.72 & & & \\ \hline GAP/ASSETS for T+2 & & 21.49% & GAP/ASSETS for T+4 & & 28.09% \\ \hline \end{tabular}