Refer the following bank balance sheet for Questions 10-13 (millions). Market yields are indicated. s s s $ s 20 150 150 100 200 s $ $ $ $ $ $ $ $ $ $ $ 250 20 3-40 120 220 375 425 330 200 225 290 300 $ s s S $ Liabilities & Equity Demand Deposits Savings Accounts (1.5%) _MMDAs (4.5%) 3-month CDs (4.2%) 6-month CDs (4.3%) 1 year CDs (4.5%) 2-car CDs (5%) 4 year CDs (5.5%) 5-year CDs (6%) Fed Funds (596) Ovemight Repos (5%) 6-month Commercial Paper (5.05%) Subordinate Notes (6.55%, 3-year fixed rate) Subordinated Debt (7.25%, 7year fired rate) Total Ibabilities SO 250 300 350 200 Assets Cash Fed Funds (5.05%) 3-month T-Bills (5.25%) 2-year T-Notes (6.50%) 8-year T-Notes (7.50%) 5-year Munis (floating rate) (8.20%, repriced @ 6 months) 6-month Consumer Loans (6%) 1-year Consumer Loans (5.8%) 5-year Car Loans (7%) 7-month C&I Loans (5.8%) 2 year C&l Loans (floating rate) (5.15%, repriced every 6-months) 15-year Variable Rate Mortgages (5.8%, repriced every 6-months) 15-year Variable Rate Mortgages (6.1%, repriced annually) 15-year Fixed Rate Mtgs (7.85%) 30-year Variable Rate Mortgages (6.3%, repriced quarterly) 30-year Variable Rate Mortgages (6.4%, repriced monthly) 30-year Fixed Rate Mtgs (8.29) Premises and Equipment Total Assets $ 275 s 200 $ 200 $ 100 $ 3,395 $ 400 $ 300 s 225 Net Worth $ 550 $ 355 S 400 $ 20 $ 3,945 Total Liabilities and Equity $ 3,945 10. Identify the RSAs and RSLs for each of the following planning period maturity buckets: 30-day maturity window