15. Suppose that a US. FI has the following assets and liabilities: Assets Liabilities $100 million $200 million US. loans (one year) US. CDs (one year) in dollars in dollars $100 million equivalent UK. loans (one year) (loans made in pounds) The promised one-year US. CD rate is 5 percent, to be paid in dollars at the end of the year; the one-year, default riskifree loans in the United States are yielding 6 percent; and default riski'ee one-year loans are yielding 12 percent in the United Kingdom. The exchange rate of dollars for pounds at the beginning of the year is $1 .6/1. a. Calculate the dollar proceeds from the UK investment at the end of the year, the return on the FPS investment portfolio, and the net interest margin for the F I if the spot foreign exchange rate has not changed over the year