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Please show work The balance sheet of Enterprise Bank appears below. All figures in millions of US Dollars. Assets Liabilities 1 Short-term consumer 2 Long-term

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The balance sheet of Enterprise Bank appears below. All figures in millions of US Dollars. Assets Liabilities 1 Short-term consumer 2 Long-term consumer 3 Three-month Treasury 4 Six-month Treasury notes loans (one-year maturity) loans bills S 150 1 Equity capital (fixed) S120 40 130 135 4 Three-month CDs140 125 2 Demand deposits (two-year maturity) 130 3 Passbook savings 5 Three-year Treasury bond 1705 Three-month bankers 120 160 120 acceptances 6 10-year, fixed-rate 120 6 Six-month mortgages commercial paper 7 30-year, floating-rate 140 7 One-year time mortgages (rate adjusted every nine months) deposits 8 Two-year time 40 deposits $970 S970 a. Total one-year rate-sensitive assets is b. Total one-year rate-sensitive liabilities is c. The cumulative one-year repricing gap (CGAP) for the bank is d. The gap ratio is e. Suppose that interest rates increase by 1 percent on expected annual change in net interest income of the bank is

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