A financial intermediary has two assets in its investment portfolio. It has 35 percent of its security portfolio invested in one month Treasury bills and 65 percent in real estate loans. If it liquidated the bills today, the bank would receive 598 per hundred of face value. If the real estate loans were sold today, they would be worth 585 per 100 of face value. In one month, the real estate loans could be liquidated at 594 per 100 of face value. What is the intermediary's one-month liquidity index? Select one: O A. 0.91 OB. 0.93 C.0.89 D. 0.92 O E.0.90