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Consider a bank with the following balance sheet (M means million): Assets Value Duration of the Asset Convexity of the Asset 4.562 12.026 5yr bond bought at a yield of 3.4% $550M (lending money) 12yr bond bought at a yield of 4% $800M (lending money) 9.453 53.565 Liabilities Value Duration of the Liability Convexity of the Liability $300M 1.941 2.384 2yr bond sold at a yield of 2.4% (borrowing money) 4yr bond sold at a yield of 2.8% (borrowing money) $500M 3.759 8.206 a) Calculate the equity (total asset - total liability) to asset ratio of the bank (Hint: equity to asset ratio = total equity/total asset) b) Calculate the duration and convexity of the both asset and liability sides; c) If the interest rates go up by 1%, using the duration and convexity rule to determine the net worth of the bank and the equity to asset ratio