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Fifth Bank has the following balance sheet with values stated in millions of dollars. All assets are associated with corporate customers (not governments or sovereigns).

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Fifth Bank has the following balance sheet with values stated in millions of dollars. All assets are associated with corporate customers (not governments or sovereigns). Refer to Table 20-8 for associated risk weights. $5501 $80 Deposits $100 Cash Municipal General Obligation Bonds Residential Mortgages 1-4 family (LTV 6096 - 80%6) Commercial loans Total Assets $220 Long-Term Debt $290 $500 Equity $9001 $60 $900 In addition, Fifth Bank has off-balance sheet items as follows: (Refer to Tables 20-10 and 20-11) $50 million in commercial letters of credit (LCs), $300 million in 3-year interest rate swaps that are in-the-money by $2 million $50 million in 4-year forward FX contracts that are out-of-the money by $2 million What is the amount of risk adjusted on-balance-sheet assets of the bank as defined under the Basel II standards? O $130.0 million. O $900.0 million. $720.0 million. O $630.0 million. O $685.0 million. Fifth Bank has the following balance sheet with values stated in millions of dollars. All assets are associated with corporate customers (not governments or sovereigns). Refer to Table 20-8 for associated risk weights. $5501 $80 Deposits $100 Cash Municipal General Obligation Bonds Residential Mortgages 1-4 family (LTV 6096 - 80%6) Commercial loans Total Assets $220 Long-Term Debt $290 $500 Equity $9001 $60 $900 In addition, Fifth Bank has off-balance sheet items as follows: (Refer to Tables 20-10 and 20-11) $50 million in commercial letters of credit (LCs), $300 million in 3-year interest rate swaps that are in-the-money by $2 million $50 million in 4-year forward FX contracts that are out-of-the money by $2 million What is the amount of risk adjusted on-balance-sheet assets of the bank as defined under the Basel II standards? O $130.0 million. O $900.0 million. $720.0 million. O $630.0 million. O $685.0 million

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