Goldman Sachs holds OTC derivatives with Citadel LLC being the counterparty. The derivatives maturities cover three horizons: 3, 6 and 15 months. Goldman Sachss credit spreads for the three horizons are 0.45%, 0.75% and 1.20%, while those for Citadel are 0.72%, 0.98%, and 1.45%. In case of default, the recovery rate for Goldman Sachs and Citadel is 45% and 39% respectively. To Goldman Sachs, the PV of the derivatives (after netting) are $55m, $87m, and $86m respectively. The PV of collaterals posted by Citadel for the corresponding positions is $13m, $15m, and $29m (the negative sign means Goldman Sachs actually posts a collateral to Citadel). What is Goldman Sachss CVA and DVA w.r.t. Citadel? What is the CVA risk if Citadels credit spreads shift upward in a parallel fashion by 0.35%?