Consider a portfolio of the following derivatives where the counterparty is an OECD bank. Derivative 8-year interest rate swap 6-month option on an equity 1-year swap on precious metals 9-month forward on gold 7-year option on commodities 4-year foreign exchange forward Principal Current marked-to-market value $1,250 -$50 $1,500 $75 $1,750 - $60 $2,000 $105 $2,500 -$85 $1,000 $120 Calculate the amount of the risk-weighted assets (a) with and (b) without netting agreement. Consider a portfolio of the following derivatives where the counterparty is an OECD bank. Derivative 8-year interest rate swap 6-month option on an equity 1-year swap on precious metals 9-month forward on gold 7-year option on commodities 4-year foreign exchange forward Principal Current marked-to-market value $1,250 -$50 $1,500 $75 $1,750 - $60 $2,000 $105 $2,500 -$85 $1,000 $120 Calculate the amount of the risk-weighted assets (a) with and (b) without netting agreement