2. Two depository institutions have composite CAMELS ratings of 1 or 2 and are “well capitalized.” Thus, each institution falls into the FDIC Risk Category I deposit insurance assessment scheme. Further, the institutions have the following financial ratios and CAMELS ratings: ( LG 13- 4)

Institution 1 Institution 2 Tier I leverage ratio (%) 10.25 7.00 Loans past due 30–89 days/gross assets (%) 0.60 0.82 Nonperforming assets/gross assets (%) 0.45 0.90 Net loan charge-offs/
gross assets (%) 0.08 0.25 Net income before taxes/risk-weighted assets (%) 2.40 1.65 Adjusted brokered deposits ratio (%) 0.00 25.89 CAMELS components:
C 1 2 A 1 1 M 1 1 E 2 1 L 1 3 S 2 3 Calculate the initial deposit insurance assessment for each institution.