1. What is the price of the GNMA pass-through with a weighted-average life equal to your solution...
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1. What is the price of the GNMA pass-through with a weighted-average life equal to your solution for part (h) if market yields decline 50 basis points?
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Financial Institutions Management A Risk Management Approach
ISBN: 9780077211332
6th Edition
Authors: Anthony Saunders, Marcia Cornett
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