a.Only determine the pricing gap assuming a one year planning period.

b. Use only a 12 month planning timeframe to calculate the change in interest income.

16. Use the following information about a hypothetical government security dealer named M. P. Jorgan. Market yields are in parentheses and amounts are in millions. a. What is the repricing gap if the planning period is 30 days? 3 months? 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 if interest rates increase 50 basis points? Decrease 75 basis points? c. The following one-year runoffs are expected: $10 million for two-year business loans and \$20 million for eight-year mortgage loans. What is the oneyear repricing gap