Use the data provided for Gotbucks Bark, Incorporated, to answer this question Notes to the balance sheet Currently, the fed funds rate is 9.9 percent. Variable-tate loans are priced at 5 percent over LIBOR (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 loans are non-amontizing Core deposits are all fixed rate for two years at 9 percent paid annually. Euro CDs currently yield 10 percent 0. What is the duration of Gotbucks Bank's (GB) fixed-rate loan portfolio if the loans are priced at par? (Do not round intermediate calculations. Round your answer to 3 decimal places. (e.9., 32.161)) b. If the average duration of GBi's floating-rate loans (including fed fund assets) is 0.50 year, what is the duration of the bank's assets? (Note that the duration of cash is zero) (Do not round intermediate calculations. Round your answer to 3 decimal ploces. (e.g.. 32.161) c. What is the duration of GBl's core deposits if they are priced at par? (Do not round intermediote colculations. Round your answer to 3 decimol ploces. (e.9.32.161)) d. If the duration of GBis Euro COS and fed fund liabilities is 0.415 year, what is the duration of the bank's labilities? (Do not round intermediote calculations. Round your answer to 4 decimol ploces. (e.9. 32.1616)) e-1. What is GBI's duration gap? (Do not round intermediate colculations. Round your answer to 4 decimol ploces. (e.g., 32.1616)) e-2. What is the expected change in equity value if all yields increase by 200 basis points? (Enter your onswer in dollars not in millions. Negotive amount should be indicated by a minus sign. Do not round intermediote colculations. Round your answer to the nearest dollor amount.) e-3. Given the equity change in e.2. what is the expected new market value of equity after the interest rate change? (Enter your answer in dollars not in millions. Negative omount should be indicated by a minus sign. Do not round intermediote colculations. Round your onswer to the nearest dollar omount.)