10. Third Fifth Bank has the following balance sheet (in millions), with the risk weights in parentheses. ( 8 LG 13-7) In addition, the bank has $20 million in commercial direct-credit substitute standby letters of credit to a public corporation and $40 mallion in 10ycar FX forward contracts that are in the money by $1 million. a. What are the riskweighted onbalancesheet assets of the bank as defined under the Basel III? b. What is the CE1I, Ter I, and total copital required for both off- and on-balance-sheet assets? c. Disregarding the capital conservation buffer, does the hank have sufficient capital to meet the Basel requirements? How much in excess? How much short? d. Does the bank have enough capital to meet the Basel requirements, including the capital conservation buffer requirement? If not, what minimum CET1, additional Tier 1 , or total capital does it need to meet the requirement