Use the following information about a hypothetical govemment security dealer named J.P. Groman. (Market yields are in parentheses; amounts are in millions.) Liabilities and Equity 240 Assets S 29 Overnight repos 113 Subordinated debt 113 Cash 1-month T-bills (7.24% 3-month T4ills (7.44%) allil 2-year T-notes (769%, 8-year T-notes (9.15%) 5-year munis (floating rate) (8.39% reset every six month) 169 7-year fixed (8.74%) 69 119 Equity 78 44 $487 $487 Total Total a. What is the repricing or funding gap if the planning period is 30 days? 91 days? 2 years? (Recall that cash is a noninterest-earning asset.) (Enter your answers in millions. Negative amounts should be indicated by a minus sign.) Repricing Gap million 30 days 91 days milion 2 years milion b. What is the impact over the next 30 days on net interest income if all interest rates rise by 60 basis points? (Input the amount as a positive value.) Not interest income w (Click to select) by s decrease c. The following one-year increase year T-notes. What is the oneyear repmong gap? (Enter your answer in millions.) 18 million for two-year T-notes, $28 million for the eight- reproing gap? (Enter your answer in millions) million d. If runoffs are considered, what is the effect on net interest income at year-end if interest rates rise by 60 basis points? (Input the amount as a positive value.) Net interest income will (Click to select) by $ References eBook &Resources