Use the following information about a hypothetical government security dealer named J$.$P$.$ Groman. $($Market yields are in parentheses; amounts are in millions.$)$

Assets Liabilities and Equity

Cash $ $25$ Overnight repos $ $226$

$1-$month T$-$bills $(7\mathrm{.}20\%)105$ Subordinated debt

$3-$month T$-$bills $(7\mathrm{.}40\%)1057-$year fixed $(8\mathrm{.}70\%)165$

$2-$year T$-$notes $(7\mathrm{.}65\%)65$

$8-$year T$-$notes $(9\mathrm{.}11\%)115$

$5-$year munis $($floating rate$)(8\mathrm{.}35\%$ reset every six months$)40$ Equity $64$

Total $ $455$ Total $ $455$

a$.$ What is the repricing or funding gap if the planning period is $30$ days? $91$ days? $2$ years? $($Recall that cash is a non$-$interest$-$earning asset.$)$

b$.$ What is the impact over the next $30$ days on net interest income if all interest rates rise by $30$ basis points?

c$.$ The following one$-$year runoffs are expected: $$14$ million for two$-$year T$-$notes, $$24$ million for the eight$-$year T$-$notes. What is the one$-$year repricing gap?

d$.$ If runoffs are considered, what is the effect on net interest income at year$-$end if interest rates rise by $30$ basis points?