The following balance sheet is to be used to answer the questions below

Yields for assets & liabilities shown in $\%$ in parentheses

Assets $M Liabilities & Equity $M

Cash & Cash Equivalents $85$ Overnight Repurchase Agreements $650$

$1-$month Treasury Bills $(3\%)1255-$year Fixed$-$rate Debt $(4\mathrm{.}5\%)450$

$3-$month Commercial Paper $(3\mathrm{.}75\%)175$

$2-$year Consumer Loans $(4\mathrm{.}25\%)235$ Equity $160$

$5-$year Adjustable$-$Rate Mortgages $(3\mathrm{.}5\%$ resetting semiannually$)540$

$5-$year Fixed$-$rate Municipal Bonds $(4\%)100$

Total Assets $1260$ Total Liabiilities & Equity $1260$

a$.$ Calculate the firm's repricing gap over the following intervals:

$M

$30$ Days

$90$ Days

$2$ Years

b$.$ Compute the impact over the next $90$ days on net interest income under the following changes in interest rates

$M

$+75$bps

$-100$bps

c$.$ Runoffs on consumer and mortgage loans over the next year above are $$30$M and $$50$M$,$ respectively

What would be the $1-$year repricing gap? $M

d$.$ Taking into account the effect of runoffs, what is the effect on net interest income

at the end of the year under the following changes in interest rates?

$M

$75$bps

$-100$bps