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Question 22 2 pts Assume a mortgage security has a duration of 3.73, and a convexity of -2.68. For a +100BP change in rates, that

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Question 22 2 pts Assume a mortgage security has a duration of 3.73, and a convexity of -2.68. For a +100BP change in rates, that security's price value would be impacted as follows. 0.99% 3.43% -4.24% -6.41% -8.20% Question 23 2 pts When focusing on Option Adjusted Spread (OAS), the higher the spread the better. True False

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