Assume you have the following information: Consumer loans $50 million Deposits $235 million Commercial Loans $200 million Equity $15 million Total Assets $250 million Total Liabilities & Equity 5250 million The average duration of the loans is 8 years. The average duration of the deposits is 1 year Assume interest rates are expected to increase from 10% to 11%. T-bill futures contracts are available, and the duration of the deliverable bills is 0.25 years and the current price of the futures contract is $96 per $100 face value. Detail a strategy that completely hedges your exposure and show mathematically that your exposure is hedged. (you need to find the potential loss amount on your balance sheet, the number of futures contracts needed, and the gain of your futures portfolio). Assume you have the following: Consumer Loans: $50 Million Commercial Loans: $200 Million Total Assets: $250 Million Deposits: $235 Million Equity: $15 Million Total Liabilities and Equity: $250 Million The average duration of the loans is 8 years. The average duration of the deposits is 1 year. Assume interest rates are expected to increase from 10% to 11%. T-bill futures contracts are available, and the duration of the deliverable bills is 0.25 years and the current price of the futures contracts is $96 per $100 face value, Detail a strategy that completely hedges your exposure and show mathematically that your exposure is hedged. (you need to find the potential loss amount on your balance sheet, the number of futures contracts needed, and the gain of your futures portfolio)