Scenario 1: [5 pts.) Suppose you decide to insulate the bank by attracting and issuing Variable rate CDs with a duration of 0.75 years and investing those funds in 10 year T-notes with a duration of 8.75 years. a. What is the dollar amount of CD's/Tnotes that you must issue/buy to bring ISGAP = O? b. Now, what is your DGAP of capital? Scenario 2: [5 pts.) Suppose you decide to immunize the bank by issuing short-term debt of $25 million with a duration of 0.95 years and investing those funds in long-term treasury bonds. a. What is the duration of the treasury bonds that you must buy to bring DGAPK = 0? b. Now, what is your ISGAP