1. Suppose the bank's balance sheet is:+ Assets+ 3-month loan+ @LIBOR+2 Liabilities+ 1-year deposit + @LIBOR The yield curve now (December) is provided in the table below:+ Spot yield+ + Maturity+ 3 months+ 1%) 6 months+ 2%+ 9 months+ 3% 1 year 4%+ t t t t t To hedge my interest rate exposure, should I buy or sell futures? Which contract months? Construct a table showing futures prices and forward yields now.+ + Yields increase by 1% in January. Construct a table showing futures prices and yields in January.+ + What is net income throughout the year? +