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. Institution 1 Institution 2 Tier I leverage ratio (%) 8.82 7.95 Loans past due 3089 days/gross assets (%) 0.65 0.76 Nonperforming assets/gross assets (%) 0.55 0.70 Net loan charge-offs/gross assets (%) 0.48 0.52 Net income before taxes/risk-weighted assets (%) 2.35 2.06 Adjusted brokered deposits ratio (%) 0.00 15.76 CAMELS components: C 1 1 A 2 2 M 1 2 E 2 3 L 1 1 S 2 1 Pricing Multiplier Uniform Amount 4.861 Tier I leverage ratio (%) (0.056) Loans past due 30-89 days/gross assets (%) 0.575 Nonperforming assets/gross assets (%) 1.074 Net loan charge-offs/gross assets (%) 1.210 Net income before taxes/risk-weighted assets (%) (0.764) Adjusted brokered deposits ratio (%) 0.065 Weighted average CAMELS component ratings 1.095 Calculate the initial deposit insurance assessment rate for each institution