What is the one-month liquidity index value

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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 $97per $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 DI has to liquidate its real estate loans today, it receives $93 per $100 of face value liquidation at the end of one month will produce $94 per $100 of face value. What is The one-month liquidity index value for this DI's asset portfolio is.

Reference no: EM131558766

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