PART II: REQUIRED 20-point problem. Given the following information: (all numbers are in millions) $26 Fixed rate CD's = $14 $18 $2 Money Market deposit accts. = Treasury notes = Savings Deposits = Non-mortgage fixed rate loans Reserves = $20 Fed Funds lending = Fixed rate mortgage loans Discount loans = $25 $18 $3 $4 $4 $17 $22 Equity Capital = Variable rate CD's = Transactions deposits = Other adjustable rate loans Treasury-bills = Fed Funds borrowing = Variable rate mortgage loans = $16 $1 $7 $11 . A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-rate sensitive as illustrated in class notes and lecture. B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.05% increase in interest rates and an average duration of assets of 7.1 years and an average duration of liabilities of 2.9 years. C Indicate the new level of equity capital PART II: REQUIRED 20-point problem. Given the following information: (all numbers are in millions) $26 Fixed rate CD's = $14 $18 $2 Money Market deposit accts. = Treasury notes = Savings Deposits = Non-mortgage fixed rate loans Reserves = $20 Fed Funds lending = Fixed rate mortgage loans Discount loans = $25 $18 $3 $4 $4 $17 $22 Equity Capital = Variable rate CD's = Transactions deposits = Other adjustable rate loans Treasury-bills = Fed Funds borrowing = Variable rate mortgage loans = $16 $1 $7 $11 . A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-rate sensitive as illustrated in class notes and lecture. B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.05% increase in interest rates and an average duration of assets of 7.1 years and an average duration of liabilities of 2.9 years. C Indicate the new level of equity capital