1.Calculate the value of (a) the mortgage pool and (b) the pass-through security in Question 9 if...

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1.Calculate the value of

(a) the mortgage pool and

(b) the pass-through security in Question 9 if interest rates increased 100 basis points. (Assume no prepayments.) LO 8.6

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Financial Institutions Management A Risk Management

ISBN: 9781743073551

4th Edition

Authors: Helen Lange, Anthony Saunders, Marcia Millon Cornett

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