Measuring Risk

$24.$ County Bank has the following market value balance sheet $($in millions, all interest at annual rates$).$ All securities are selling at par equal to book value.

$\backslash$table$[[$Assets$,,$Liabilities and Equity$],[\backslash$table$[[$Cash$],[15-$year commercial loan$],[$at $10\%$ interest,$],[$balloon payment$],[30-$year mortgages at$],[8\%$ interest,$],[$balloon payment$]],300,\backslash$table$[[$Demand deposits$],[5-$year CDs at$],[6\%$ interest,$],[$balloon payment$],[20-$year debentures$],[$at $7\%$ interest, balloon$],[$payment$],[$Equity$]],$$$100$