2.5$ Assets ($'mn) Liabilities and Equity (S'mn) Cash $1,000 Overnight Federal funds $18,587 29-day T-bills...

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2.5$ Assets ($'mn) Liabilities and Equity (S'mn) Cash $1,000 Overnight Federal funds $18,587 29-day T-bills 8,570 5-year Subordinated fixed rate debt 5,300 270-day Commercial Paper 9,555 2-year Corporate Bond 4,457 15-year T-Bond 900 25-year ARM (reset quarterly) 2.705 Equity 3.300 Total assets $27.187 Total liabilities & equity $27.187 What is the effect on the financial institution's net interest income if interest rates increase by 55 basis points based on the 1-year repricing gap? O -$16.81 million O $2.54 million 0 $12.34 million O $17.84 million $18.15 million , m 2.5$ Assets ($'mn) Liabilities and Equity (S'mn) Cash $1,000 Overnight Federal funds $18,587 29-day T-bills 8,570 5-year Subordinated fixed rate debt 5,300 270-day Commercial Paper 9,555 2-year Corporate Bond 4,457 15-year T-Bond 900 25-year ARM (reset quarterly) 2.705 Equity 3.300 Total assets $27.187 Total liabilities & equity $27.187 What is the effect on the financial institution's net interest income if interest rates increase by 55 basis points based on the 1-year repricing gap? O -$16.81 million O $2.54 million 0 $12.34 million O $17.84 million $18.15 million , m

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