(a) From following statement identify all the rate sensitive assets and liabilities of the bank. If interest rate increases by 0.05%, what would be the bank's income gap between rate sensitive assets and liabilities? (b) Using the same statement below. Calculate the duration gap and determine the impact on net worth of the bank, assuming interest rate increases from 10% to 11.5%? (s millions) Duration (years Amount Weighted Duration (years) Assets Ganhand deposits 0.0 Securities Less than 1 year 1 1 3.0 Less than 1 year Crewter than a year Posial capital Audio Liabilities out to bend on temmet (a) From following statement identify all the rate sensitive assets and liabilities of the bank. If interest rate increases by 0.05%, what would be the bank's income gap between rate sensitive assets and liabilities? (b) Using the same statement below. Calculate the duration gap and determine the impact on net worth of the bank, assuming interest rate increases from 10% to 11.5%? (s millions) Duration (years Amount Weighted Duration (years) Assets Ganhand deposits 0.0 Securities Less than 1 year 1 1 3.0 Less than 1 year Crewter than a year Posial capital Audio Liabilities out to bend on temmet