Please help. Want to make sure im right. Thanks!Use the data provided for Gotbucks Bank Inc. to answer this question.

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. Core deposits are all fixed rate for two years at $8$ percent paid

annually. Euro CDs currently yield $9$ percent. $($LG $23-3)$

a$.$ What is the duration of Gotbucks Bank's $($GBI$)$ fixed$-$rate loan portfolio if the loans are priced at par?

b$.$ If the average duration of GBI'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.$)$

c$.$ What is the duration of GBI's core deposits if they are priced at par?

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?

e$.$ What is GBI's duration gap? What is its interest rate risk exposure? If all yields increase by $1$ percent, what is the impact on the market value of GBI's equity? $($That is$,\frac{R}{1+R}=0\mathrm{.}01$ for all

assets and liabilities.$)$