value: 5.00 points 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 Institution 2 Tier I leverage ratio (%) Loans past due 30-89 days/gross assets (%) Nonperforming assets/gross assets (%) Net loan charge offs/gross assets (%) Net income before taxes/risk-weighted assets (%) Adjusted brokered deposits ratio (%) CAMELS components: 8.72 055 0.45 0.38 2.25 0.00 7.85 0.66 0.60 0.42 1.96 15.66 ma Pricing Multiplier 4.861 (0.056) 0.575 Uniform Amount Tier I leverage ratio (%) Loans past due 30-89 days/gross assets (%) Nonperforming assets/gross assets (%) Net loan charge-offs/gross assets (%) Net income before taxes/risk-weighted assets (%) Adjusted brokered deposits ratio (%) Weighted average CAMELS component ratings 1.074 1210 (0.764) 0.065 1.095 Calculate the initial deposit insurance assessment rate for each institution (Do not round calculations. Round your answers to 2 decimal places. (e.g. 32.161)) Institution 1 Institution 2 Initial assessment rate References eBook & Resources Worksheet Diculty: Medium Type here to search