The book value of DRAGON SLAYER BANKs balance sheet is listed below. The current market yield for the securities is in parentheses. The amounts are in millions.

What is the cumulative repricing gap if the planning period is

a) 6 months

b) 3 years

Asset Cash 6 month T-bills (4.25%) 55 50 Liability & Equity Demand deposits Savings accounts (2.0%) 100 205 100 3 month CDs (2.50%) 150 2 year personal fixed rate loan at 6.50% 3 year T bills (4.85%) 100 9 months CDs (3.85%) 350 90 1 year term deposit (4.0%) 540 100 3 year term deposits (4.30%) 230 3 year 5.5% semi-annual coupon T-notes (5.25%) 5 year 6.2% semi-annual coupon T-notes (5.75%) 5 year personal loan (11.5%, repriced yearly) 5 year bond 8.0% annual coupon issued by Thailand government with rating credit rating BBB 350 150 200 5-year bonds at 6.75% semiannual interest, balloon payment 20-year bonds at 7.5% interest, balloon payment 250 700 10 year commercial loan (12.25% repriced @ 6 months) Subordinate notes: 3-year fixed rate (5.65%) 230 290 15-year commercial loan at 10% interest (repriced monthly) 20-year sovereign bonds 12.0% annual-coupon issued by Vietnamese government with BB rating 150 6-year fixed rate (6.00%) 100 Ordinary Equity Preference shares 20 10 260 20-year mortgages at 8.5% interest (LVR 80%, no mortgage insurance), balloon payment Retained Earnings 40 Building Total Assets 150 2485 Total liability and equity 2485