15. A DI has the following assets in its portfolio: $100 million in cash reserves with the Fed, $200 million in T-bills, and $700 million in loans. If the DI has to liquidate the assets today, it will receive only $99 per $100 of face value of the T-bills and $80 per $100 of face value of the loans. Liquidation at the end of one month (closer to maturity) will produce $100 per $100 of face value of the T-bills and $95 per $100 of face value of the loans. Which of the following is true regarding the one-month liquidity index for this DI and the liquidity of the DI's assets using the preceding information? A. The one-month liquidity index for this DI is 0.8773 . B. The DI can increase the liquidity index by increasing cash reserve. C. The loans in the DI's asset portfolio has greater liquidity than other assets. D. The one-month liquidity index for this DI is 0.7875 . E. The higher the liquidity index, the greater the liquidity risk the DI faces