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Please show all work Thanks Please answer the following five questions (a to e) based on the XYZ Bank's financial statements, etc. The balance sheet
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Please answer the following five questions ("a" to "e") based on the XYZ Bank's financial statements, etc. The balance sheet of XYZ Bank appears below. All figures in millions of US Dollars. a. Total one-year rate-sensitive assets is. b. Total one-year rate-sensitive liabilities is. c. The cumulative one-year reprising gap (CGAP) for the bank is. d. The gap ratio is. e. Suppose that interest rates increase by 1 percent on both RSAs and RSLs. The expected annual change in net interest income of the bank isStep by Step Solution
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