Assume that an FI's average loan value is $600 and the average value of deposits is $250. The FI has liquid assets of $60. The FI's financing gap is $___.

A bank has made a loan charging a base lending rate of 8%. It expects a probability of default of 6%. If the loan is defaulted, it expects to recover 52% of its money through the sale of its collateral. The expected return on this loan is ___% (rounded to two decimal places).

ABC Bank has two $28,500 loans that have the following characteristics; Loan 1 has an expected return of 16% and a standard deviation of returns of 17%. Loan 2 has an expected return of 11% and a standard deviation of returns of 18. If the covariance of returns of loans 1 and 2 is -0.01, the standard deviation of the portfolio is ___% (rounded to two decimal places).

Assume that the modified duration of a bond is 1.57 years and that the potential adverse move in yield is 14 basis points. Rounded to two decimal places, the bond's price volatility is ___%