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ent-Summer Session U1C 2018 Jiale Yin Online Quizzes> Quiz 2 An Fl has two assets: 10 percent in one-month Treasury bills and 90 percent in

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ent-Summer Session U1C 2018 Jiale Yin Online Quizzes> Quiz 2 An Fl has two assets: 10 percent in one-month Treasury bills and 90 percent in real estate loans. If the DI must liquidate its T-bills today, it receives $98 per $100 of face value; if it can wait to liquidate them on maturity (n one month's time), it will receive $100 per $100 of face value. If the DI has to liquidate its real estate loans today, it receives $85 per $100 of face value, and liquidation at the end of one month will produce $92 per $100 of face value. What is the one-month liquidity index value for this DI's asset portfolio? Please put your answer in decimals (not in percentage points) and round your answer to the nearest 2nd decimal. d Answer Next page

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