Two depository institutions have composite CAMELS ratings of 1 or 2 and are "well-capitalized." Thus, each institution falls into the FDIC Risk Category I deposit insurance assessment scheme. Further, the institutions have the following financial ratios and CAMELS ratings: Use Table 13-11

Institution A			Institution B
Tier I leverage ratio (%)		8.80			7.93
Net income before taxes/risk-weighted assets (%)		2.33			1.95
Nonperforming loans and leases/gross assets (%)		0.53			0.68
Other real estate owned/gross assets (%)		0.15			0.45
Brokered deposits/total assets (%)		3.75			1.05
One year asset growth		7.35			4.65
Loans as a Percentage of Total Assets:
Construction & Development		0.00			0.00
Commercial & Industrial		18.36			11.40
Leases		2.05			1.75
Other Consumer		18.85			18.55
Loans to Foreign Government		0.30			0.30
Real Estate Loans Residual		0.00			0.00
Multifamily Residential		0.95			0.65
Nonfarm Nonresidential		0.00			0.00
14 Family Residential		38.40			36.34
Loans to Depository Banks		2.70			0.95
Agricultural Real Estate		1.30			4.05
Agricultural		0.40			7.20
CAMELS components:
C		2			2
A		2			3
M		1			2
E		2			2
L		1			3
S		2			1

The DIF reserve ratio is currently 1.30 percent. Calculate the initial deposit insurance assessment rate for each institution. (Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.161))

Institution A= ? Insititution B=?

TABLE 1311 CAMELS Component Weights CAMELS Component Weight 25% A 20 M 25 E 10 L 10 S 10 Source: FDIC, Federal Register, May 20, 2016. www.fdic.gov TABLE 1311 CAMELS Component Weights CAMELS Component Weight 25% A 20 M 25 E 10 L 10 S 10 Source: FDIC, Federal Register, May 20, 2016. www.fdic.gov