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A DI has two assets: 40 percent in one-month T-bills and 60 percent in consumer loans. If the DI must liquidate its T-bills today, it

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A DI has two assets: 40 percent in one-month T-bills and 60 percent in consumer loans. If the DI must liquidate its T-bills today, it receives $94 per $100 of face value; if it can wait to liquidate them on maturity (in one month's time), it will receive $98 per $100 of face value. If the DI has to liquidate its consumer loans today, it receives $84 per $100 of face value. Liquidation at the end of one month will produce $90 per $100 of face value. The one-month liquidity index value for this DI's asset portfolio is O a. 0.944. O b. 0.982. OC. 0.895. O d. 0.899

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