In 3B, if average interest rates decrease by 2% in two quarters, what is the impact on net interest income (NII) ? Assume a parallel increase in interest rates. ($2,841.71) ($5,806.98) ($4,441.71) ($4,606.98) Question 8 (2 points) In 3B, if average interest rates increase by 2% in four quarters, what is the impact on net interest income ( NII) ? Assume a parallel increase in interest rates. $2,841.71 $4,606.98 $5,806.98 $4,441.71 B \begin{tabular}{|c|c|c|c|c|c|} \hline \multicolumn{6}{|c|}{ Worksheet 2} \\ \hline Federal Funds Sold & $ & 32,703.30 & Federal Funds Purchased & s & 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 \\ \hlineT+1 & $ & 129,005.88 & Negotiable CDs, maturing & & + \\ \hlineT+2 & $ & 126,132.84 & T+1 & $ & 133,000.00 \\ \hline Consumer Loans, maturing & & & T+2 & s & 33,000.00 \\ \hlineT+1 & $ & 55,915.17 & T+3 & s & 33,000,00 \\ \hlineT+2 & $ & 49,567.59 & T+4 & $ & 33,000.00 \\ \hlineT+3 & $ & 55,671,60 & Retail Saving Deposits & $ & 121,326.34 \\ \hlineT+4 & 5 & 57.719 .36 & Retail CDs, maturing & & \\ \hline Mortgages, maturing & & & T+1 & $ & 102,359.66 \\ \hlineT+1 & $ & 26,809.53 & T+2 & $ & 101,445.79 \\ \hline T+2 & s & 28.051 .55 & Long-term Time Deposits, maturing & & \\ \hlineT+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 \\ \hlineT+6 & $ & 29,772.73 & T+4 & $ & 21,324.05 \\ \hlineT+7 & $ & 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 & s & 22,42,27 \\ \hline T+1 & $ & - & T+8 & s & 22,490.49 \\ \hlineT+2 & $ & - & Discount Window Advances & $ & \\ \hlineT+3 & 5 & - & & & \\ \hline T+4 & s & - & & & \\ \hline T+5 & $ & - & & & \\ \hlineT+6 & s & - & & & \\ \hlineT+7 & s & - & & & \\ \hline T+8 & $ & 120,000.00 & & & \\ \hline Risk-Sensitive Assets (RSAs) T+2 & $ & 604,949,05 & Risk-Sensitive Assets (RSAs) T+4 & $ & 768,738.25 \\ \hline Risk-Sensitive Liabilities (RSLs) T+2 & $ & 462.863 .78 & Risk-Sensitive Liabilities (RSLs) T+4 & s & 571389.16 \\ \hline GAP T+2 (in dollars) & $ & 142,085,27 & Gap T+4 (in dollars) & $ & 197,349,09 \\ \hline GAP ratio = RSAVRSL for T+2 & & 1.31 & GAP ratio = RSA / RSL for T+4 & & 1.35 \\ \hline Total Assets & & 1.066,693.37 & & & 1.066,693,37 \\ \hline GAP/ASSETS for T+2 & & 13.32% & GAP/ASSETS for T+4 & & 18.50% \\ \hline \end{tabular} In 3B, if average interest rates decrease by 2% in two quarters, what is the impact on net interest income (NII) ? Assume a parallel increase in interest rates. ($2,841.71) ($5,806.98) ($4,441.71) ($4,606.98) Question 8 (2 points) In 3B, if average interest rates increase by 2% in four quarters, what is the impact on net interest income ( NII) ? Assume a parallel increase in interest rates. $2,841.71 $4,606.98 $5,806.98 $4,441.71 B \begin{tabular}{|c|c|c|c|c|c|} \hline \multicolumn{6}{|c|}{ Worksheet 2} \\ \hline Federal Funds Sold & $ & 32,703.30 & Federal Funds Purchased & s & 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 \\ \hlineT+1 & $ & 129,005.88 & Negotiable CDs, maturing & & + \\ \hlineT+2 & $ & 126,132.84 & T+1 & $ & 133,000.00 \\ \hline Consumer Loans, maturing & & & T+2 & s & 33,000.00 \\ \hlineT+1 & $ & 55,915.17 & T+3 & s & 33,000,00 \\ \hlineT+2 & $ & 49,567.59 & T+4 & $ & 33,000.00 \\ \hlineT+3 & $ & 55,671,60 & Retail Saving Deposits & $ & 121,326.34 \\ \hlineT+4 & 5 & 57.719 .36 & Retail CDs, maturing & & \\ \hline Mortgages, maturing & & & T+1 & $ & 102,359.66 \\ \hlineT+1 & $ & 26,809.53 & T+2 & $ & 101,445.79 \\ \hline T+2 & s & 28.051 .55 & Long-term Time Deposits, maturing & & \\ \hlineT+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 \\ \hlineT+6 & $ & 29,772.73 & T+4 & $ & 21,324.05 \\ \hlineT+7 & $ & 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 & s & 22,42,27 \\ \hline T+1 & $ & - & T+8 & s & 22,490.49 \\ \hlineT+2 & $ & - & Discount Window Advances & $ & \\ \hlineT+3 & 5 & - & & & \\ \hline T+4 & s & - & & & \\ \hline T+5 & $ & - & & & \\ \hlineT+6 & s & - & & & \\ \hlineT+7 & s & - & & & \\ \hline T+8 & $ & 120,000.00 & & & \\ \hline Risk-Sensitive Assets (RSAs) T+2 & $ & 604,949,05 & Risk-Sensitive Assets (RSAs) T+4 & $ & 768,738.25 \\ \hline Risk-Sensitive Liabilities (RSLs) T+2 & $ & 462.863 .78 & Risk-Sensitive Liabilities (RSLs) T+4 & s & 571389.16 \\ \hline GAP T+2 (in dollars) & $ & 142,085,27 & Gap T+4 (in dollars) & $ & 197,349,09 \\ \hline GAP ratio = RSAVRSL for T+2 & & 1.31 & GAP ratio = RSA / RSL for T+4 & & 1.35 \\ \hline Total Assets & & 1.066,693.37 & & & 1.066,693,37 \\ \hline GAP/ASSETS for T+2 & & 13.32% & GAP/ASSETS for T+4 & & 18.50% \\ \hline \end{tabular}