Suppose that a FI has $140 million as RSA and $160 million as RSL, if interest rates fall by 1 percent on RSAs and by 1.2 percent on RSLs. Then the change in NII is:

Select one:

a. $0.08 million. 

b. -$0.52 million 

c. $0.52 million. 

d. $0.13 million. 

e. -$0.13 million.