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Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses: amounts are in millons.) Assets Liabilities and

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Use the following information about a hypothetical government security dealer named J.P. Groman. (Market yields are in parentheses: amounts are in millons.) Assets Liabilities and Equity Overnight repos Subordinated debt 7-year Fixed (8.75) $30 115 115 5241 1-month T.bills (7.25%) 3-month T-bills (7.45) 2-year notes (7.7%) 8-year T.notes (9.16%) 5-year munis (floating rate) (8.4% reset every six months) Total Equity $40 Total .. 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 ifall interest rates rise by 70 basis points c. The following one-year runoffs are expected: $19 million for two-year T-notes. $29 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 70 basis points? Complete this question by entering your answers in the tabs below. Required A Required B Required C Required 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.) (Enter your answers in milions. Negative amounts should be indicated by a minus sign.) Repricing Gap 30 days Required B Required A Required B Required Required D What is the impact over the next 30 days on net interest income if all interest rates rise by 70 basis points? (Input the amount as a positive value.) Net interest income wil (Required A Required C > Required A Required B Required Required D The following one-year runoffs are expected: $19 million for two-year T-notes, $29 million for the eight-year T-notes. What is the one-year repricing gap? Enter your answer in millions. One-year repricing gap milion (Required B Required D > Required A Required B Required Required D If runoffs are considered, what is the effect on net interest income at year-end If interest rates rise by 70 basis points? (Input the amount as a positive value. Net interest income wil .

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