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Question 1 O out of 1 points Consider the following simple bank balance sheet; $ million 250 20 880 150 Assets $ million Cash 20 Interbank lending 3-month T-notes 880 2-year T-bonds 5-year corporate bonds (floating rate) (repriced @ six months) 500 2-year commercial loans (floating rate) (repriced @ six 475 months) 15-year variable rate mortgages (repriced annually) Liabilities and equity Demand deposits Savings accounts 3-month CDs 6-month CDs 2-year CDs 100 150 425 Interbank borrowings 225 150 Overnight repos 260 30-year fixed-rate mortgages (repriced monthly) 375 100 Subordinated debt: 7 year fixed rate Premises and equipment 60 Equity 400 Assume demand deposits act as core deposits for the bank and the implicit cost of these accounts is close to zero whereas savings accounts are likely to be drawn down if interest rate rise, forcing the bank to replace them with higher yielding funds. The bank's risk manager is considering the impact of interest rate changes for a six month planning period. What is the re-pricing gap? Selected Answer: $ 875,000 Correct Answer: 845,000,000