Excel calculations with formulas preferred!

Use the data provided for Gotbucks Bank, Incorporated, to answer this question. Notes to the balance sheet: Currently, the fed funds rate is 8.8 percent. Varlable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five-year maturitles with 12 percent interest pald annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent pald annually. Euro CDs currently yleld 9 percent. a. What is the duration of Gotbucks Bank's (GBI) fixed-rate loan portfolio If the loans are priced at par? (Do not round Intermedlate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) b. If the average duration of GBI's floating-rate loans (Including fed fund assets) is 0.39 year, what is the duration of the bank's assets? (Note that the duration of cash is zero.) (Do not round Intermedlate calculatlons. Round your answer to 3 decimal places. (e.g., 32.161)) c. What Is the duration of GBI's core deposits if they are priced at par? (Do not round Intermedlate calculatlons. Round your answer to 3 decimal places. (e.g., 32.161)) d. If the duration of GBI's Euro CDs and fed fund llabilitles is 0.404 year, what is the duration of the bank's Ilabilitles? (Do not round Intermedlate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) e-1. What Is GBI's duration gap? (Do not round Intermedlate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) e-2. What is the expected change in equity value if all ylelds Increase by 200 basis points? (Enter your answer In dollars not In milllons. Negatlve amount should be Indlcated by a minus sign. Do not round Intermedlate calculations. Round your answer to the nearest dollar amount.) e-3. Glven the equity change In e-2, what is the expected new market value of equity after the Interest rate change? (Enter your answer In dollars not In milllons. Negatlve amount should be Indlcated by a minus sign. Do not round Intermedlate calculations. Round your answer to the nearest dollar amount.) Use the data provided for Gotbucks Bank, Incorporated, to answer this question. Notes to the balance sheet: Currently, the fed funds rate is 8.8 percent. Varlable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five-year maturitles with 12 percent interest pald annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent pald annually. Euro CDs currently yleld 9 percent. a. What is the duration of Gotbucks Bank's (GBI) fixed-rate loan portfolio If the loans are priced at par? (Do not round Intermedlate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) b. If the average duration of GBI's floating-rate loans (Including fed fund assets) is 0.39 year, what is the duration of the bank's assets? (Note that the duration of cash is zero.) (Do not round Intermedlate calculatlons. Round your answer to 3 decimal places. (e.g., 32.161)) c. What Is the duration of GBI's core deposits if they are priced at par? (Do not round Intermedlate calculatlons. Round your answer to 3 decimal places. (e.g., 32.161)) d. If the duration of GBI's Euro CDs and fed fund llabilitles is 0.404 year, what is the duration of the bank's Ilabilitles? (Do not round Intermedlate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) e-1. What Is GBI's duration gap? (Do not round Intermedlate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) e-2. What is the expected change in equity value if all ylelds Increase by 200 basis points? (Enter your answer In dollars not In milllons. Negatlve amount should be Indlcated by a minus sign. Do not round Intermedlate calculations. Round your answer to the nearest dollar amount.) e-3. Glven the equity change In e-2, what is the expected new market value of equity after the Interest rate change? (Enter your answer In dollars not In milllons. Negatlve amount should be Indlcated by a minus sign. Do not round Intermedlate calculations. Round your answer to the nearest dollar amount.)