Two depository institutions have composite CAMELS rat- ings of I or 2 and are "well capitalized." Thus, each institu- tion falls into the FDIC Risk Category I deposit insurance assessment scheme. Further, the institutions have the fol- lowing 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 A M 1 2 I I 1 I 2 1 1 3 2 3 E L S Calculate the initial deposit insurance assessment for each institution.