2 pts Question 15 A DI has two assets: 50 percent in one-month Treasury bills and 50 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 (in one month's time), it will receive $100 per $100 of face value. If the Dl has to liquidate its real estate loans today it receives $90 per $100 of face value. If they are liquidated at the end of one month the DI will receive $92 per $100 of face value. The one-month liquidity index value for this Di's asset portfolio is 1.10. 01.06. 0.940. 0.979. O.973