Figure 23-1, after conducting a rate sensitive analysis, a bank finds itself with the following amounts of rates sensitive assets, liabilities (RSAs and RSL), fixed rate assets, and liabilities (FRAs and FRLs), the rate of return, and cost rates on the accounts are also given: Assets Amount (Mill $) Liabilities & Equity Amount (Mill $) RSAs @ 4.25% $ 322 RSLs @ 3.11% $ 200 FRAs @ 5.15% $ 700 FRLs @ 4.95% $ 800 NEA $ 120 Equity $ 142 Total $ 1,142 Total $ 1,142 Suppose the institution wishes to fully hedge the interest rate risk with a swap. A swap is available with whatever notional principal is needed that pays fixed at 4.95%, and pays variable at LIBOR. LIBOR is currently 5.11%. By how much would profits change right now if the bank engages in the swap?