Please answer the following questions correctly. Thank you

1. A bank with a negative duration gap could mitigate it's risk by:

Select one:

a. Entering into a fixed-for-variable interest rate swap for term loans with greater than 1-year maturity.

b. Selling assets to convert to cash.

c. Seeking more cash deposits from customers.

d. a and b

e. a and c

f. b and c

g. a, b and c.

2. "Liquidity gap" is the difference between a financial institution's assets and liabilities, caused by assets and liabilities not sharing the same liquidity properties.

Select one:

True

False

3. Consider the following balance sheet positions for a financial institution:

Rate-sensitive assets	Rate-sensitive liabilities
$200 million	$100 million

What is the impact on net interest income of a 1 percent increase in interest rates?

Select one:

a. -$1,000,000

b. Neutral.

c. $1,000,000

d. None of the above.