Three question about the calculation of interest-sensitive gap. All the referenced choices are highlighted.

But I want to wonder why we should choose that choice.

My own answer of the first question: interest-sensitive gap = repriceable asset - repriceable liabilities = 725 - 690 = $35m

second question: 515 - 500 = $15m

last question: (200 - 280) * 2% = -1.6m

Help!

152 Loyola Bank classifies its assets and liabilities and the period . (maturity buckets) within which they are subject to repricing as on March 31, 2015 as follows: What is the interest-sensitive gap of the bank as on March 31, 2015? A. -$30 million B. $40 million C. -$45 million D. $32 million E. -$38 million 153 Loyola Bank classifies its assets and liabilities and the period . (maturity buckets) within which they are subject to repricing as on March 31, 2015 as follows: What is the cumulative gap of the bank for interest-sensitive assets and interest-sensitive liabilities of maturity buckets up to 180 days as on March 31, 2015? A. -$65 million B. -$60 million C. $65 million D. $60 million E. $45 million 155 Loyola Bank classifies its assets and liabilities and the period . (maturity buckets) within which they are subject to repricing as on March 31, 2015 as follows: Silvershine bank has $200 million in earning assets and $280 million in liabilities that are subject to an interest rate change each month over the next six months. If market interest rates suddenly rise by 2 full percentage points, what will be approximate change in the net interest income for the bank? A. $8.2 million B. -$8.5 million C. $8.5 million D. $9.6 million E. -$9.6 million