A bank has $400 in asset X, $500 in asset Y, and $300 in asset Z. Asset X has a risk weight of 10 percent, asset Y has a risk weight of 40 percent, and asset Z has a risk weight of 70 percent. What dollar amount do the bank’s risk-weighted assets sum to? Assuming that the bank has to hold capital equal to 7 percent of its risk-weighted assets, how much capital does the bank have to hold?