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Sunlight Insurance Company wishes to invest in long-term duration assets to match its long-term duration liabilities. Which of the following features of regular pass-through securities

Sunlight Insurance Company wishes to invest in long-term duration assets to match its long-term duration liabilities. Which of the following features of regular pass-through securities makes these securities less attractive investment for the company? Select one: O A. These securities do not offer prepayment protection. O B. These securities are zero coupon bonds and hence carry maximum amount of risk. O C. These securities have the shortest average life with a maximum of prepayment protection. O D. Holders of these securities receive the promised coupon and principal payments but are not entitled to accrued interest payments. XE. These securities have short expected duration

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