Given the following information: (all numbers are in millions) Fixed rate CD's = $16 $18 $11.5 Variable rate mortgage loans Fed Funds borrowing = Fixed rate loans = $2 $4 $18 Treasury bills = Savings Deposits Discount loans = Treasury notes = $2.5 Reserves = $4.5 $8 $11 Variable rate CD's = $11 Equity Capital = Fed Funds lending = Money Market deposit accts. = $3.5 Demand deposits = $8 $9 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) Fixed rate CD's = $16 $18 $11.5 Variable rate mortgage loans Fed Funds borrowing = Fixed rate loans = $2 $4 $18 Treasury bills = Savings Deposits Discount loans = Treasury notes = $2.5 Reserves = $4.5 $8 $11 Variable rate CD's = $11 Equity Capital = Fed Funds lending = Money Market deposit accts. = $3.5 Demand deposits = $8 $9 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