The following information is extracted from Pinnacle Bank's balance sheet (all numbers are in millions of dollars). Assets (with liquidity levels in the parentheses) are: - Cash $26 - Treasury securities $50 - AAA-rated Commercial Loans $280 (Level 2A) - Residential mortgage-backed securities $110 (Level 2B) - Land and buildings $40 Liabilities (with Run-off factors in the parentheses) are: - Stable retail deposits $180(3%) - Less stable retail deposits $50 (10\%) - Less stable small business deposits $50(10%) - Unsecured wholesale funding non-financial corporates $130(75%) Assume that a 15% haircut applies to Level 2A assets and a 25% haircut applies to level 2B assets. Assume further that the amount of 2 assets in the stock of HQLA is capped at 2/3 of the amount of Level 1 assets. Cash inflows over the next 30 days from the bank's performing assets are $15 million. What is the bank's Liquidity Coverage Ratio (LCR)? a. 129.38% b. 78.31% c. 405.01% d. 112.19% e. None of the other options is correct