A Collateralized Mortgage Obligation (CMO) principal balance is $1,000,000,000. The pass-thru rate is 5.35%. The Weighted Average

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A Collateralized Mortgage Obligation (CMO) principal balance is $1,000,000,000. The pass-thru rate is 5.35%. The Weighted Average Coupon rate is 6.35%. The weighted Average Months is 350. The PSA is 90.

What is the total prepaid principal in month 30 of the Weighted Average Loan Age?

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Fixed Income Securities Valuation Risk and Risk Management

ISBN: 978-0470109106

1st edition

Authors: Pietro Veronesi

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Posted Date: Mar 08, 2024 01:56 AM

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A Collateralized Mortgage Obligation (CMO) principal balance is $1,000,000,000. The pass-thru rate is 5.35%. The Weighted Average

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Fixed Income Securities Valuation Risk and Risk Management

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