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The table below shows the average life of the collateral and different tranches at various prepayment rates. Use it to answer questions PSA 100
The table below shows the average life of the collateral and different tranches at various prepayment rates. Use it to answer questions PSA 100 125 165 250 400 B. B OC.C Collateral 11.2 10.1 8.6 6.4 4.5 Which tranche has the highest extension risk? A. A D.D Tranche A 4.7 4.1 3.4 2.7 2.0 Tranche B 10.4 8.9 7.3 5.3 3.8 Tranche C 15.1 13.2 10.9 7.9 5.3 Tranche D 24.0 22.4 19.8 15.2 10.3
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Fundamentals Of Biostatistics
Authors: Bernard Rosner
8th Edition
130526892X, 978-1305465510, 1305465512, 978-1305268920
