Use the data provided for Gotbucks Bank, Inc., to answer this question. Gotbucks Bank, Inc. (in $ millions) Assets Liabilities and Equity Cash $ 33 Core deposits $ 30 Federal funds 23 Federal funds 53 Loans (floating) 108 Euro CDs 133 Loans (fixed) 68 Equity 16 Total assets $ 232 Total liabilities and equity $ 232 Notes to the balance sheet: Currently, the fed funds rate is 8.8 percent. Variable-rate loans are priced at 4 percent over LIBOR (currently at 11 percent). Fixed-rate loans are selling at par and have five-year maturities with 12 percent interest paid annually. Assume that fixed rate loans are non-amortizing. Core deposits are all fixed rate for two years at 8 percent paid annually. Euro CDs currently yield 9 percent. a. What is the duration of Gotbucks Banks (GBI) fixed-rate loan portfolio if the loans are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) Duration years b. If the average duration of GBIs floating-rate loans (including fed fund assets) is .39 year, what is the duration of the banks assets? (Note that the duration of cash is zero.) (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) Duration (assets) years c. What is the duration of GBIs core deposits if they are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.g., 32.161)) Duration (deposits) years