The Following Information Is from First Yaupon Savings Association [Reference: 8-99]
-What Is the Repricing Gap Over the 1-Year

Multiple Choice

The following information is from First Yaupon Savings Association. $$\begin{array} { | l | l | l | l | l | l | } \hline \text { Assets } & \text { Par Amount } & \text { Rate } & \text { Liabilities } & \text { Par Amount } & \text { Rate } \\\hline \text { 2-year commercial loans } & \text { \$600 million } & 10 \% & \text { 1-year CDs } & \text { \$900 million } & 7 \% \\\hline \text { 1-year Treasury bills } & \text { \$400 million } & & \text { Net Worth } & \text { \$100 million } & \\\hline\end{array}$$ [Reference: 8-99]
-What is the repricing gap over the 1-year maturity bucket?

A) +$100 million.
B) -$500 million.
C) -$100 million.
D) +$500 million.
E) -$900 million. [Refer to: 8-99]