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Use the data provided for Gotbucks Bank, Incorporated, to answer this question. | Gotbucks Bank, Incorporated (dollars in millions) Assets Liabilities and Equity Cash $ 50 Core deposits Federal funds 30 Federal funds Loans (floating) 125 Euro CDs Loans (fixed) 85 Equity Total assets $ 290 Total liabilities and equity $ 50 70 150 20 $ 290 Notes to the balance sheet: Currently, the fed funds rate is 10.5 percent. Variable-rate loans are priced at 3 percent over LIBOR (currently at 13 percent). Fixed-rate loans are selling at par and have five-year maturities with 14 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 10 percent paid annually. Euro CDs currently yield 11 percent. a. What is the duration of Gotbucks Bank's (GBI) fixed-rate loan portfolio if the loans are priced at par? b. If the average duration of GBI's floating-rate loans (including fed fund assets) is 0.56 year, what is the duration of the bank's assets? (Note that the duration of cash is zero.) c. What is the duration of GBI's core deposits if they are priced at par? d. If the duration of GBI's Euro CDs and fed fund liabilities is 0.421 year, what is the duration of the bank's liabilities? e. What is the expected new market value of equity if all yields increase by 50 basis points? Use the data provided for Gotbucks Bank, Incorporated, to answer this question. | Gotbucks Bank, Incorporated (dollars in millions) Assets Liabilities and Equity Cash $ 50 Core deposits Federal funds 30 Federal funds Loans (floating) 125 Euro CDs Loans (fixed) 85 Equity Total assets $ 290 Total liabilities and equity $ 50 70 150 20 $ 290 Notes to the balance sheet: Currently, the fed funds rate is 10.5 percent. Variable-rate loans are priced at 3 percent over LIBOR (currently at 13 percent). Fixed-rate loans are selling at par and have five-year maturities with 14 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 10 percent paid annually. Euro CDs currently yield 11 percent. a. What is the duration of Gotbucks Bank's (GBI) fixed-rate loan portfolio if the loans are priced at par? b. If the average duration of GBI's floating-rate loans (including fed fund assets) is 0.56 year, what is the duration of the bank's assets? (Note that the duration of cash is zero.) c. What is the duration of GBI's core deposits if they are priced at par? d. If the duration of GBI's Euro CDs and fed fund liabilities is 0.421 year, what is the duration of the bank's liabilities? e. What is the expected new market value of equity if all yields increase by 50 basis points