Under the matched-maturity marginal cost of funds approach for an amortizing loan, the overall funding liquidity risk charge is calculated as the weighted average of the marginal liquidity premiums for each principal cash flow. The weights represent the "dollar-years" of funding required, which is the product of the principal amount and its maturity.

Assuming an even amortizing schedule, the cash flows are proportional, so the weight for each year $t$ simplifies to $t$.

Step 1: Calculate the sum of the weighted premiums (Maturity $\times$ Premium): $= (1 \times 6) + (2 \times 14) + (3 \times 18) + (4 \times 24) + (5 \times 27) + (6 \times 32)$ $= 6 + 28 + 54 + 96 + 135 + 192 = 511$ bps.

Step 2: Calculate the sum of the weights (Dollar-years): $= 1 + 2 + 3 + 4 + 5 + 6 = 21$.

Step 3: Divide the sum of the weighted premiums by the total weights: $\text{Weighted average funding charge} = \frac{511}{21} = 24.333... \text{ bps}$.