can someone please help me with this question. thank you
Use the data provided for Gotbucks Bank, Incorporated, to answer this question Assets Cash Federal funds Loans (floating) Loans (fixed) Total assets Gotbucks Bank, Incorporated (dollars in millions) Liabilities and Equity $ 38 Core deposits 20 Federal funds 105 Euro CDs 65 Equity $ 220 Total liabilities and equity $ 28 Se 130 28 $ 220 . Notes to the balance sheet Currently, the fed funds rate is 8.5 percent. Variable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five year maturities with 12 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent paid annually, Euro CDs currently yield 9 percent a. What is the duration of Gotbucks Bank's (GB) fixed-rate loan portfolio if the loans are priced at par? (Do not round Intermediate calculations. Round your answer to 3 decimal places. (e.g. 32.161)) b. If the average duration of GBI's floating-rate loans (including fed fund assets) is 0.36 year what is the duration of the bank's assets? (Note that the duration of cash is zero) (Do not round Intermediate calculations. Round your answer to 3 decimal places. (e.g. 32.161)) c. What is the duration of Ger's core deposits if they are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) d. If the duration of GBI's Euro CDs and fed fund liabilities is 0.401 year, what is the duration of the bank's liabilities? (Do not round Intermediate calculations. Round your answer to 4 decimal places. (e.g., 32.1616)) e-1. What is GBI's duration gap? (Do not round Intermediate calculations. Round your answer to 4 decimal places. (e.g. 32.1616)) e-2. What is the expected change in equity value if all yields increase by 100 basis points? (Enter your answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to the nearest dollar amount.) e-3. Given the equity change in e-2 what is the expected new market value of equity after the interest rate change? (Enter your answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to the nearest dollar amount.)