Face value Runoff $<1$ Year Face value Runoff $<1$ Year

$3-$months T$-$ Bills $60$ m Demand Gap $170$ m $10$ Percent

$2-$Yr Bonds $70$ m $6$ percent Equity $30$ m

$6$ Yr$.$ Bonds $90$m $8$ Percent

The following is the balance sheet of Boston Bank. The average maturity of demand

deposits is estimated at $2$ years.

A$.$ What is the repricing gap if a $0-$to$-3-$month maturity gap is used? Ignore runoffs.

B$.$ What is the repricing gap if a $3-$year maturity gap is used Ignore runoffs.

C$.$ What is the repricing gap if a $1-$year maturity gap is used if runoffs are also considered?

D$.$ What is the repricing gap if a $2-$year maturity gap is used if runoffs are also considered?