Suppose that a U.S. FI has the following assets and liabilities: Assets S500 million $1,000 million U.S. loans (one year) U.S. CDs (one year) in dollars in dollars S300 milion equivalent U.K. loans (one year) oans made in pounds $200 million equivalent Turkish loans (one year) rk The promised one-year U.S. CD rate is 4 percent, to be paid in dollars at the end of the year, the one-year, default risk-free loans are yielding 7 percent in the United States; one-year, default risk-free loans are yielding 8 percent in the United Kingdom; and one-year, default risk-free loans are yielding 10 percent in Turkey. The exchange rate of dollars for pounds at the beginning of the year is $1.6/1, and the exchange rate of dollars for Turkish lira at the beginning of the year is $0.5533/TL1 1. Calculate the dollar proceeds from the FI's loan portfolio at the end of the year, the return on the FI's loan portfolio, and the net return for the FI if the spot foreign exchange rate has not changed over the year 2. Calculate the dollar proceeds from the FI's loan portfolio at the end of the year, the return on the FI's loan portfolio, and the net return for the FI if the pound spot foreign exchange rate falls to $1.45/E1 and the lira spot foreign exchange rate falls to S0.52/TL1 over the year. 3. Calculate the dollar proceeds from the FI's loan portfolio at the end of the year, the return on the FI's loan portfolio, and the net return for the FI if the pound spot foreign exchange rate rises to $1.70/E1 and the lira spot foreign exchange rate rises to S0.58/TL1 over the year