Consider the following balance sheet for Watchover Savings, Inc. (in millions): Assets Liabilities and Equity Floating-rate mortgages (currently 10% p.a.) $ 68 Now deposits (currently 6% p.a.) $ 109 30-year fixed-rate loans (currently 7% p.a.) 94 5-year time deposits (currently 6% p.a.) 17 Equity 36 Total $ 162 Total $ 162 a. What is Watchover’s expected net interest income at year-end? (Enter your answer in millions rounded to 2 decimal places. (e.g., 32.16)) Net interest income $ million b. What will be the net interest income at year-end if interest rates rise by 1 percent? (Enter your answer in millions rounded to 2 decimal places. (e.g., 32.16)) Net interest income $ million c. Using the one-year cumulative repricing gap model, what is the change in the expected net interest income for a 1 percent increase in interest rates? (Negative amount should be indicated by a minus sign. Enter your answer in millions rounded to 2 decimal places. (e.g., 32.16)) Net interest income $ million.