The balance sheet for Gotbucks Bank, Inc. (GBI), is presented below ($ millions): $20 $30 20 Assets Cash Federal funds Loans (floating) Loans (fixed) Total assets 105 Liabilities and Equity Core deposits Federal funds Euro CDs Equity Total liabilities & equity 130 $220 $220 a. The duration of the fixed-rate loan portfolio of Gotbucks Bank is 4.0373 years. If the durations of the floating-rate loans and fed funds are both 0.36 year, what is the duration of GBI's assets? b. The duration of the core deposits is 1.9259 years. If the durations of the Euro CDs and fed funds liabilities are both 0.401 year, what is the duration of GBI's liabilities? c. What is GBI's leverage adjusted duration gap? d. What is the impact on the market value of equity if the relative change in all interest rates is an increase of 1 percent (100 basis points)? Note, the relative change in interest rates is (AR/(1+R) = 0.01)