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Need help solving these thanks 11. Standard Acme Bancorp has the following assets. What is its Liquidity Index? Item Sin $1,000s Sin $1,000s Risk- Adjustor

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11. Standard Acme Bancorp has the following assets. What is its Liquidity Index? Item Sin $1,000s Sin $1,000s Risk- Adjustor Cash 345.000 100% Short-term Treasures 12,546,800 100% Treasury Bonds 609,765 100% Corporate Bonds 235,680 80% Muni Bonds 125,600 75% Loans 345.075.000 Real Estate Loans 275,680,000 90% Consumer Loans 12,865,000 85% Comm'l/Bus Loans 56,530,000 95% Real Estate 345,000 65% Goodwill & Other 2,675,000 Intangibles $ 359,957,845 0% a. 90.8 b. 91.5 c. 89.7 d. 89.0 12. What is the effect of a 1% change in interest rates for Bank X given its 2-year repricing gap? Bank X Balance Sheet (in $1,000,000s) Assets Avg Rate Liabilities Avg Rate Cash & Cash Equivalents $ 5.00 0.00% Demand Deposits 5 508.00 0.00% Loans: Fixed-Rate Pasak Accounts S 978.00 0.25% 23.00 1.50% 3-Mo Come Papers 2.70 0.45% 6-12 months 22.00 1.50% Time Deposits: 1-year 134.00 2 .20% -year $ 2.335.50 0.00% 2 years 142.00 265% 2-yur S 1.226.80 1.35% >$-years 5.567.00 5.00% 3-5 yver $ 928.40 2.56% Los: Variabe-Rate 30-bonds S 1.705.60 3.50% Ivar variables 345.00 3.50% Equity S 920.00 6.50% 30-year variables 2.367.00 4.20% ORS Liabilities TOTAL: S 8,605.00 $ 8,605.00 a. $42,220,000 b. ($42,220,000) c. $4,170,000 d. ($4.170.000)

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