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Saunders-Chapter 08 #81 82. What is the repricing gap if a 1-year maturity gap is used if runoffs are also considered? A.-22 million B. +$22

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Saunders-Chapter 08 #81 82. What is the repricing gap if a 1-year maturity gap is used if runoffs are also considered? A.-22 million B. +$22 million C +S53 million D. -$40 million E. -$70 million Saunders . Chapter 08 #82 83. What is the impact on net interest income in year two if interest rates increase by 50 basis points at the end of year one? Ignore runoffs A. +$0.210 million. B. +$0.300 million. C.-$0.300 million D.-$0.210 million E. +$0.600 million. Saunders-Chapter 08 #83 All assets and liabilities are currently priced at par and pay interest annually Assets Amount Annual Rate Liabilities Amount Annual Rate millions) S millions) S30 $40 SI0 100 I-vear bonds 10-vear loan $60 $40 7% 12% 1-year CD 2-year CD 6% Total $100 Total Saunders Chapter08 84. What is the weighted average maturity of assets? A. 5.50 years. B. 6.40 years. C. 5.00 years. D.4.60 years. E. 10.0 years. Saunders-Chapter 08 #84 85. What is the weighted average maturity of liabilities? A. 5.50 years. B. 6.40 years. C 1.44 years. D. 1.30 years. E. 1.10 years

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