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Use the following to answer question 20 A bank has the following balance sheet Assets Cash Investments (1 year) Short term loans ( 1 year)

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Use the following to answer question 20 A bank has the following balance sheet Assets Cash Investments (1 year) Short term loans ( 1 year) Total Cost Mill S 3590 $220 1.5% 250 3% 35 Mill$Liabilities and Equit Return 0% 4% $ 50 | Fixed rate deposits 8100 | Rate sensitive deposits $225 | Fed fund borrowings Long term borrowings at | fixed rate (maturity > 1 year) 6.75% 5.5% $114 250 $625 Equity Total $625 20. The bank's one year repricing gap is (Mill $) A) $75 B) $90 C) $34 D) $69 E) $40

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