The bank$$s assets are exclusively made up of the $1-$year loans at a $5\%$ note rate from Questions $810$ such that the total portfolio was $$5$M and its liabilities are exclusively made up of the $6-$month CDs at $2\%$ for total liabilities of $$4\mathrm{.}8$M$.1.$What would the bank$$s equity position be following a $50$bp increase in rates? Discount rate is $5\%.2.$What action should the bank take to immunize its portfolio? $3.$our CFO informs you that the bank cannot fall below the required capital to asset ratio of $4\%$ without incurring an adverse action from its regulator. How would this affect your strategy to immunize the portfolio? $4.$ our analysts inform you that the mean daily change in yields over the last year have been $0$bps on the loans with a standard deviation of $5$bps$.95\%$ of the movement in yields take place $+/1\mathrm{.}96$ standard deviations from the mean yield. What is the $5$ day VaR on loans in this portfolio? Assume discount rates are $5\%\mathrm{.}5.$How would you interpret this for your CFO?