3. Calculate Duration Gap of Samba Bank whose asset portfolio has an average duration longer than the average duration of its liabilities. Average dollar-weighted duration of asset is 2million, Average dollar-weighted duration of liability is 1 million. The total asset of the bank is 3.8 million and total liability of the bank is 2.9 million. (2 marks) 4. Calculate the SAMBA Bank's ratio of Tier 1 Capital-to- Risk_Weighted Assets, Total-Capital-to-risk-weighted assets and Total Risk weighted Assets. Check whether the Bank has sufficient Capital according to BASEL for the year 2016. Fill the table with risk weighted values of the assets. (6.5 marks) You can show calculations in the same table given below: On Balance sheet $ in Million Off Balance sheet $ in Million Cash 15 Standby letters of credit 18.5 backing repayment of commercial paper Loans secured by First 51.8 liens on Residential properties Deposit balances due 4 from other banks US Treasury Securities 28 Loans to corporations 102.2 Total Assets 201 Long-term unused loan 32.5 commitments to corporate customers Total Off-balance-sheet 51 items Tier 1 Capital Tier 2 Capital 6.5