i need long answer please

A)

Dollar Interest-Sensitive Gap = Interest-Sensitive Assets - Interest Sensitive Liabilities

2018 = 456,484,186 - 541,270,787 = -84,786,601

2019 = 538,464,771 - 615,820,477=-77,355,706

2020= 550,776,639 - 673,796,512= -123,019,873

Relative Interest-Sensitive Gap = Dollar IS gap / Bank size x 100

2018 - -84,786,601 / 743,886,387 x100 = -11.397%

2019 = -77,355,706 / 821,968,015 x100 = -9.4110%

2020 = -123,019,873 / 919,060,532 x100 = -13.3853%

Interest Sensitivity Ratio = interest sensitive assets / interest sensitive liabilities 100

2018 = 456,484,186 / 541,270,787 x100 = 84.3356%

O

2019 = 538,464,771/ 615,820,477 x100 = 87.4385%

2020 = 550,776,639 / 673,796,512 x100 = 81.7422%

Using your answer in part (a) above, what asset-liability management strategy will be suitable for your selected bank? Why? Justify your arguments with appropriate reasons.