What is the repricing gap if a 0 to 3 month maturity gap is used? Ignore runoffs.
A)$60 million.
B)$40 million.
C)-$80 million.
D)-$120 million.
E)-$180 million. [Refer to: 8-101]

Question

Quizplus · Accepted Answer

The repricing gap is calculated as the difference between the rate-sensitive assets and rate-sensitive liabilities within the specified time frame. In this case, the repricing gap for the 0 to 3 month maturity is $60 million.

What Is the Repricing Gap If a 0 to 3