Using the following balance sheet of Money Bank answer parts I and II.

Cash Bank balance sheet ($ million)
Assets	$	Liabilities	$
Cash	10	Transaction accounts (50% rate sensitive)	120
1 months T-notes	175
3 months T-notes	100	Overnight inter-bank borrowing	195
2-year T bonds	50	5 year CDs	150
Home loans 10-year fixed rate	100	Equity	15
Home loans 15-year variable rate	25
Premises & equipment	20
Total assets	480	Total liabilities and Equity	480

Calculate the repricing gap (Cgap) for 30 days (one month) and 91 days (three month) period.

The bank is concerned about a tightening of monetary policy. What is the impact over the 91 days period on net interest income if interest rates decline by 75 basis points?