You are analyzing the exposure of a bank$$s income to interest rate risk using the repricing model. You collected the data below on the bank$$s assets from its balance sheet $($all values are in $Millions$).$

Assets

Cash: $354$

Fed Funds $($overnight$)$: $177$

$3-$Month Treasury Bills: $142$

$2-$Year Treasury Notes: $212$

$5-$Year Treasury Notes: $283$

$6-$Month Consumer Loans: $354$

$5-$Year Car Loans: $319$

$2-$Year Business Loans: $425$

$30-$Year Fixed$-$Rate Mortgages: $708$

$30-$Year Variable$-$Rate Mortgages $($reset every $6$ months$)$: $566$

Total Assets: $3540$

You are analyzing the response of a bank to interest rate changes over a one$-$year horizon after an initial increase in rates.

Estimate the rate$-$sensitive assets $($RSAs$)$ over this time horizon.