Assume that $100 million face value of MBS were used to create the following tranches issued by "Quick Money" SPV Amount in million Allocation in % | Risk weights for CAR Bond Ratin APRA APS 120 20% 20% 2090 2090 50% 50% 50% 100% 100% 100% 350% $30 $ 20 $ 10 Aa1 Aa2 Aa3 A1 A2 Baa1 Baa2 Baa3 Ba1 a) BIG Bank invested in the Quick Money Aaa and Ba1 tranch (see balance sheet. Calculate its risk weighted assets and evaluate if its capital buffer was consistent with a 10 percent minimum capital adequacy ratio at the time of the initial purchase Liabilities and equi Assets Cash $90 $10 Demand deposits $10 $15 Equity Quick Money Aaa tranche Quick Money Ba1 tranche Loans (risk weight 100%) $5 $70