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Need this answered ASAP Use the data provided for Gotbucks Bank, Incorporated, to answer this question. wotes to the balance sheet. Currently, the fed funds
Need this answered ASAP
Use the data provided for Gotbucks Bank, Incorporated, to answer this question. wotes to the balance sheet. Currently, the fed funds rate is 8.9 percent. Variable-rate loans are priced at 5 percent over LIBOR (currently at 12 percent). Fived-rate loans are selling at par and have five-yearmatufities with 13 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 9 percent paid annually. Euro CDs currently 0. What is the duration of. Gotoucks Bank's (GB) fixed-rate loan portolio if the loans are priced at par? (Do not round intermedlote calculations. Round your answer to 3 decimal places. (e.9. 32161)) b. If the average duration of GB/'s floating-rate loans (including fed fund assets) is 0.40 yecri. What is the duration of the bank's assets? (Note that the duration of cash is zero) (Do not round Intermecllate colculations. Round your answer to 3 decimal places. (e.g.. 32.161) c. What is the duration of GEi's core deposits if they are priced at parf (Do not round intermediate calculations. Round your answer to 3 decimol ploces, (e.9., 32.161)) d. If the duration of GBI's Euro CDS and fed fund hab ties 5 S.405 year, whitt is the durotion of the bank's lioblities? (Do not round Intermedlote colculotions. Round your on wer to 4 decimbi ploces. (e.94 32.1616)) e.1. What is GEl's duration gop? (Do not round intermediote colculotions. Round your answer to 4 decimal pleces. (e.9., 32.1018)] e.2. What is the expected change in equity value if ol yie ds increase by 100 bagis points? (Enter your onswer In dellers not in mililons. Negative amount should be indicated by a minus slgn. Do not round intermedlate colculations. Round your answer to the nearest delier amount.) e-3. Given the ecuity change in e-2, what is the expected new market wolje of equity ofter the interefriote changeri Enter your onswer In dollars not in mililons. Negative amount should be indileated by a minus alon. Do not round intermedlote calculotions Step by Step Solution
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