Use the data provided for Gotbucks Bank, Inc., to answer this question. Gotbucks Bank, Inc. (in millions) Assets Liabilities and Equity 47 Core deposits 45 Cash Federal funds 37 Federal funds 67 Loans (floating 122 Euro CDs 147 Loans (fixed) 82 Equity 29 Total assets 288 Total liabilities and equity 288 Notes to the balance sheet: Currently, the fed funds rate is 10.2 percent. Variable-rate loans are priced at 5 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? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161) Duration years b. lf the average duration of GBI's floating-rate loans (including fed fund assets) is .53 year, what is the duration of the bank's assets? (Note that the duration of cash is zero. (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161) Duration (assets) years c. W is the duration of GBI's core deposits if they are priced at par? (Do not round intermediate hat calculations. Round your answer to 3 decimal places. (e.g. 32.161) Duration (deposits) years