A DI has the following assets in its portfolio: $31 million in cash reserves with the Fed loans. If it needs to dispose of its assets at short notice, it will receive only 99 percent of the fa percent of the fair market value of its mortgage loans. If the DI waits one month to liquidate th market value for each security. Calculate the one-month liquidity index using the previous information. (Do not round in calculations. Round your answer to 3 decimal places. (e.g., 32.161) $31 million in T-bills, and $35 million in mortgage ese assets, it would receive the full fair One-month liquidity index