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 rations and CAMELS ratings:

	Institution A	Institution B
Tier 1 Leverage Ratio (%)	8.62	7.75
Loans Past Due 30-89 days/gross assets (%)	0.45	0.56
Nonperforming assets/gross assets (%)	0.35	0.5
Net Loan Charge-offs/gross assets (%)	0.28	0.32
Net Income Before Taxes/risk-weighted assets (%)	2.15	1.86
Adjusted brokered deposits ratio (%)	0.00	15.56
CAMELS Components:
C	1	1
A	2	2
M	1	2
E	2	3
L	1	1
S	2	1

Calculate the initial deposit insurance assessment for each institution. Please show your work in Excel.