The following information is for questions 104-107. The duration of a soon to be approved loan of $10 million is four years. The 99th percentile increase in risk premium for bonds belonging to the same risk category of the loan has been estimated to be 5.5 percent. 11-104 What is the capital (loan) risk of the loan if the current average level of interest rates for this category of bonds is 12 percent? 11-105 If the fee income on this loan is 0.4 percent and the spread over the cost of funds to the bank is 1 percent, what is the expected income on this loan for the current year? 11-106What is the estimated risk-adjusted return on capital (RAROC) of this loan. 11-107 If the minimum RAROC acceptable to the bank is 8 percent, what should be its expected percentage fee income in order for it to approve the loan