Rate Risk: Repricing Model Interest Use the table below to answer the following questions Assets Liabilities 1. Short-term consumer loans s 50 1. Equity capital (fixed) s 20 (one-year maturity) 2. Long-term consumer loans 25 2. Demand deposits 40 (two-year maturity) 3. Three-month Treasury bills 4. Six-month Treasury notes 5. Three-year Treasury bonds 6. 10-year, fixed-rate mortgages 7. 30-year, floating-rate mortgages 30 35 70 20 3. Passbook savings 4. Three-month CDs 5. Three-month bankers acceptances 6. Six-month commercial paper 7. One-year time deposits 30 40 20 60 20 (rate adjusted every nine months) 40 8. Two-year time deposits 40 $270 270 1. Calculate the cumulative 1 year gap from a balance sheet a. RSA b. RSL C. CGAP 2. What is the interest rate sensitivity as a percentage of assets? 3. What is the gap ratio