You are analyzing the exposure of a banks income to interest rate risk using the repricing model. You collected the data below on the banks liabilities and equity from its balance sheet (all values are in $Millions).

Liabilities and Equity

Equity: 425

Demand Deposits: 1097

Savings Accounts: 708

3-Month CDs: 177

6-Month CDs: 354

2-Year CDs: 354

Fed Funds (overnight): 71

6-Month Commercial Paper: 142

2-Year Debt (Fixed Rate): 212

Liabilities and Equity: 3540

You are analyzing the response of a bank to interest rate changes over a one-quarter horizon after an initial increase in rates. For the purposes of an initial analysis, you decided to assume that savings deposits are not rate sensitive.

Estimate the rate-sensitive assets (RSLs) over this time horizon.

Group of answer choices

956

248

3115

744

2053