Consider the following asset and liability structures: County Bank Asset: $10 million in a one-year, fixed-rate commercial loan Liability: $10 million in a three-month CD City Bank Asset: $10 million in a three-year, fixed-rate commercial loan Liability: $10 million in a six-month CD a) Calculate each bank's three-month, six-month, and one- year cumulative GAP. (5 points) b) At each time interval, which bank has the greatest interest rate risk exposure as suggested by each GAP measure? Explain. (3 points)