Given the following information: (all numbers are in millions) $18 $2 Fixed rate CD's= Treasury bills = Savings Deposits Discount loans = Treasury notes = Variable rate CD's - Demand deposits = $16 $11.5 $4 $2.5 $8 $11 Variable rate mortgage loans Fed Funds borrowing = Fixed rate loans = Reserves = Equity Capital = Fed Funds lending - Money Market deposit accts = $18 $4.5 sil $3.3 $9 $8 A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-rate sensitive as illustrated in class notes (examples at the end of ch.10 ppts.). B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.25% decrease in interest rates and an average duration of assets of 6.3 years and an average duration of liabilities of 4 2 years. C. Determine the new level of equity capital. Given the following information: (all numbers are in millions) $18 $2 Fixed rate CD's= Treasury bills = Savings Deposits Discount loans = Treasury notes = Variable rate CD's - Demand deposits = $16 $11.5 $4 $2.5 $8 $11 Variable rate mortgage loans Fed Funds borrowing = Fixed rate loans = Reserves = Equity Capital = Fed Funds lending - Money Market deposit accts = $18 $4.5 sil $3.3 $9 $8 A. Develop a balance sheet from the above data into assets and liabilities with a correct division of rate sensitive and non-rate sensitive as illustrated in class notes (examples at the end of ch.10 ppts.). B. Perform a Standard Gap Analysis and a Duration Analysis using the above data if you have a 1.25% decrease in interest rates and an average duration of assets of 6.3 years and an average duration of liabilities of 4 2 years. C. Determine the new level of equity capital