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Millions 5 $240 3.50296 20096 5260 2.50% $ 25 A bank has the following balance sheet: Assets Return Millions Labilities and Equity Cost Cash 0.00%

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Millions 5 $240 3.50296 20096 5260 2.50% $ 25 A bank has the following balance sheet: Assets Return Millions Labilities and Equity Cost Cash 0.00% 535 Fixed-rate deposits Investments 4.00 96 $ 200 Rate sensitive deposits ( 1 year) > 1 year) Equity Total $ 710 Total The bank's one-year repricing gap is (million $) 5.50 % $ 119 $ 66 $ 710 Select one: 5.50% 5 119 Long-term fixed-rate loans Long-term borrowings at fixed rate 6.75 95 $ 250 maturity maturity >> 1 year > 1 year) Equity Total $ 710 Total The bank's one-year repricing gap is (million $) $ 66 5 710 Select one: a. $425 b. $285. c. $74. d. $140. e $66

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