Calculate the value of (a) the mortgage pool and (b) the GNMA pass-through in question 11 if

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Calculate the value of

(a) the mortgage pool and

(b) the GNMA pass-through in question 11 if market interest rates increase by 50 basis points. Assume no prepayments.

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Financial Institutions Management A Risk Management Approach

ISBN: 9781266138225

11th International Edition

Authors: Anthony Saunders, Marcia Millon Cornett, Otgo Erhemjamts

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Question Posted: Jun 04, 2024 01:12 AM

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Calculate the value of (a) the mortgage pool and (b) the GNMA pass-through in question 11 if

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Financial Institutions Management A Risk Management Approach

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