Notes to the balance sheet: Currently, the fed funds rate is $8\mathrm{.}5$ percent. Variable$-$rate loans are priced at $4$ percent over LIBOR

$($currently at $11$ percent$).$ Fixed$-$rate loans are selling at par and have five$-$year maturities with $12$ percent interest paid annually. Assume

that fixed rate loans are non$-$amortizing. Core deposits are all fixed rate for two years at $8$ percent paid annually. Euro CDs currently

yield $9$ percent.

a$.$ What is the duration of Gotbucks Bank's $($GBI$)$ fixed$-$rate loan portfolio if the loans are priced at par? $($Do not round intermediate

calculations. Round your answer to $3$ decimal places. $($e$.$g$.,32\mathrm{.}161))$

b$.$ If the average duration of GBl$\text{'}$s floating$-$rate loans $($including fed fund assets$)$ is $0\mathrm{.}36$ year, what is the duration of the bank's assets?

$($Note that the duration of cash is zero.$)($Do not round intermediate calculations. Round your answer to $3$ decimal places. $($e$.$g$.,$

$32\mathrm{.}161))$

c$.$ What is the duration of GBl$\text{'}$s core deposits if they are priced at par? $($Do not round intermediate calculations. Round your answer

to $3$ decimal places. $($e$.$g$.,32\mathrm{.}161))$

d$.$ If the duration of GBI's Euro CDs and fed fund liabilities is $0\mathrm{.}401$ year, what is the duration of the bank's liabilities? $($Do not round

intermediate calculations. Round your answer to $4$ decimal places. $($e$.$g$.,32\mathrm{.}1616))$

e$-1.$ What is GBl$\text{'}$s duration gap? $($Do not round intermediate calculations. Round your answer to $4$ decimal places. $($e$.$g$.,32\mathrm{.}1616))$

e$-2.$ What is the expected change in equity value if all yields increase by $100$ basis points? $($Enter your answer in dollars not in

millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to the

nearest dollar amount.$)$

e$-3.$ Given the equity change in e$-2,$ what is the expected new market value of equity after the interest rate change? $($Enter your

answer in dollars not in millions. Negative amount should be indicated by a minus sign. Do not round intermediate calculations.

Round your answer to the nearest dollar amount.$)$

Just the last $3$ problems please! $($e$-1,$ e$-2,$ e$-3)$