See attachment bellow for question

Below are balance sheets of two banks, A and B. Notice that in this initial setting, Bank B has borrowed funds from Bank A, and Bank A carries this loan to Bank B on the asset side of its balance sheet. Bank A Bank B Assets Liabilities Assets Liabilities Reserves 20,000 Deposits 200,000 Reserves 10,000 Deposits 100,000 Securities 50,000 Borrowing Securities 40,000 Borrowing 15,000 (from Bank A) Loans: Loans Mortgages 100,000 Mortgages 10,000 Loan to Bank B 15,000 Loans to businesses Loans to individuals 35, 000 Capital 20,000 65,000 Capital 10,000 a) Suppose Bank B defaults on its loan to Bank A. Fill in the balance sheet for Bank A below to show how it is affected: Bank A Assets Liabilities Reserves Deposits Securities Borrowing 0 Loans Capital b) Calculate the leverage ratio for Bank A given your balance sheet in part a above. c) What does this example tell you about systemic risk and fragility of the banking system? d) If the risk weight on reserves and securities is zero, risk weight on interbank loans is 0.2, the risk weight on mortgages is 0.5 and risk weight on loans to individuals and businesses is 1, Calculate the Basel Risk weighted Capital Requirement for Bank A based on it's portfolio of assets in part a). Does the current level of capital in your balance sheet for part a. fulfill this requirement