In the context of mortgage-backed securities, a conditional prepayment rate (CPR) of 8% means that approximately 8%

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In the context of mortgage-backed securities, a conditional prepayment rate (CPR) of 8%

means that approximately 8% of an outstanding mortgage pool balance at the beginning of the year will be prepaid:

A . in the current month.

B . by the end of the year.

C . over the life of the mortgages.

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Fixed Income Analysis

ISBN: 9788126563128

3rd Edition

Authors: Barbara S. Petitt, Jerald E. Pinto, Wendy L. Pirie, Bob Kopprasch

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Question Posted: Oct 23, 2024 08:06 AM

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In the context of mortgage-backed securities, a conditional prepayment rate (CPR) of 8% means that approximately 8%

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Fixed Income Analysis

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