The interest income is the income they earned on lendings. The margin is the net interest income after expenses of lendings. However both are given in the question and so what they are is not terribly relevant in the exam, and you can see the comment to be made by looking at the examiners answer.
As far as CO2 emissions are concerned, the third of the banks values in the question talks about making a difference to the community and acting fairly and responsibly at all times. Therefore they should be concerned about their CO2 emissions.