20.10.2. Acme Bank has a normal liquidity asset buffer (LAB) of $60.0 million. For the purpose of estimating its contingent liquidity, the bank conducts simulated stress scenarios. The first set of stress scenarios are called "stressed outflows" and represent a mixture of contractual and contingent outflows (a relative mix of 60% contractual and 40% contingent) and its categories include retail deposit outflows, unsecured wholesale funding outflows, secured funding runoff, and the potential drawdown of credit and liquidity facilities. This first stress scenario produces a net estimate of $28.0 million. The second set of stress scenarios are called "stressed inflows" and includes secured funding transaction maturities, loan repayments from customers, and drawdowns on liquidity facilities available to Acme Bank. This second stress scenario produces a net estimate of $15.0 million. Finally, Acme holds $16.0 million of operational liquidity. What is the bank's estimate of contingent liquidity; aka, stressed liquidity asset buffer?