Use the data provided for Gotbucks Bank, Incorporated, to answer this question. Notes to the batance sheet. Currently, the fed funds rate is 8.9 percent. Variable-rate loans are priced at 5 percent over LBOR (currently at 12 percent). Fixed-rate loans are selling at par and have five-year maturities with 13 percent interest paid annually. Assume that fixed rate iosns are non-amortizing. Core deposits are all fixed rate for two years at 9 percent paid annually. Euro CDs currently yreld 10 percent 0. What is the duration of Gotbucks Bank's (GBI) fixed-rate loan portfolio if the loans are priced at par? (Do not round Intermedlate calculations. Round your answer to 3 decimal places. (e.9. 32.161)) b. If the average duration of GBI's floating-rate loans fincluding fed fund assets) is 0.40 year, what is the duration of the bank's assets? (Note that the duration of cash is zero) (Do not round Intermedlate calculations. Round your answer to 3 declmal places. (e. . . 32161) c. What is the duration of GEI's core deposits if they are priced at parf (Do not round Intermedlate calculations. Round your answer to 3 decimal pleces. (e.9., 32.161) d. If the duration of GBi's Euro CDs and fed fund liabilities is 0.405 year, what is the duration of the bank's liabilities? (Do not round Intermedlate calculations. Round your answer to 4 decimal places. (e.9.32.1616)) e.1. What is GBi's duration gap? (Do not round intermedlate caleuletions. Round your answer to 4 decimol places. (e.g. 32.1010)) e.2. What is the expected change in equity value if ail yields increase by 100 basis points? (Enter your answer In dollars not in millions. Negotlve amount should be indicated by o minus sign. Do not round Intermedlate caleulotlons. Round your answer to the neorest dollor amount.) e-3. Given the equity change in e-2. Whovis the expected new market value of equity after the interest rate change? (Enter your onswer in dollars not in millions. Negotive omount should be indleated by o minus sign. Do not round Intermediate calculations. Round your answer to the nearest dollar amount.)