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Just need 2nd parts of B and D! Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in
Just need 2nd parts of B and D!
Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parenthese amounts are in millions.) a. What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a non-interest-earning asset.) b. What is the impact over the next 30 days on net interest income if all interest rates rise by 30 basis points? c. The following one-year runoffs are expected: $20 million for two-year T-notes, $30 million for the eight-year T-notes. What is the one-year repricing gap? d. If runoffs are considered, what is the effect on net interest income at year-end if interest rates rise by 30 basis points? Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. If runoffs are considered, what is the effect on net interest income at year-end if interest rates rise by 30 basis points? (Input the amount as a positive value.) Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses; amounts are in millions.) a. What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a non-interest-earning asset.) b. What is the impact over the next 30 days on net interest income if all interest rates rise by 30 basis points? c. The following one-year runoffs are expected: $20 million for two-year T-notes, $30 million for the eight-year T-notes. What is the one-year repricing gap? d. If runoffs are considered, what is the effect on net interest income at year-end if interest rates rise by 30 basis points? Answer is complete but not entirely correct. Complete this question by entering your answers in the tabs below. What is the impact over the next 30 days on net interest income if all interest rates rise by 30 basis points? (Input the amount as a positive value.)Step by Step Solution
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