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 rating

Institution 1

Institution 2

Tier I leverage ratio (%)

8.71

7.84

Loans past due 3089 days/gross assets (%)

0.54

0.65

Nonperforming assets/gross assets (%)

0.44

0.59

Net loan charge-offs/gross assets (%)

0.37

0.41

Net income before taxes/risk-weighted assets (%)

2.24

1.95

Adjusted brokered deposits ratio (%)

0.00

15.65

CAMELS components:

C

1

1

A

1

2

M

2

1

E

2

3

L

2

1

S

1

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. (Do not round intermediate calculations. Round your answers to 2 decimal places. (e.g., 32.161))