Can you help me out on this please.

4. Suppose that instead of funding the $300 million investment in 8 percent British loans with US. cm, the FI manager funds the British loans with $300 million equivalent one-year pound CDs at a rate of 5 percent and that instead of mding the $200 million investment in 10 percent Turkish loans with U.S. cm, the FI manager funds the Turkish loans with $200 million equivalent one-year Turkish lira CDs at a rate of a percent. What will the FPS balance sheet look like after these changes have been made? [10 marks] 5. Using the information in part 4, calculate the return on the FI's loan portfolio, the average cost of funds, and the net return for the F1 if the pound spot foreign exchange rate falls to $1.45l1 and the lira spot foreign exchange rate falls to $0.5m1 over the year. [It] marks] 45. Using the information in part 4, calculate the return on the FI's loan portfolio, the average cost of funds, and the net return for the FI if the pound spot foreign exchange rate rises to $1.?0l1 and the lira spot foreign exchange rate falls to $053211] over the year. [It] marks] Answer all questions. Each question is worth 1d merits Suppose that a U5. Fl has the following assets and liabilities: Assets Liabilities $500 million $13M million US. loans (one year) LLS. CD5 {one year} in dollars in dollars $300 million equivalent U.IC loans {one year] [linens made in m: $200 million equivalent Tinkish leans (one year) [linens made in Turkish lira: The promised one-yea: US. CD rate is 4 percent, to be paid in dollars atthe end of the year; the one-year. default riskfree loans are yielding 6 percent in the United States; one-year, default riskfree loans are yielding 3 percent in the United Kingdom; and one-year, default riskflee loans are yielding 10 pereent in whey. The exchange rate of doll-us for pounds at the beginning of the year is $1.6t1, and the exchange rate ofdollars for Turlridt lira (TL) at the beginning of the year is $0.553311