Question: excel please - If a CMO has 3 tranches, A, B, and Z (an accrual tranche), as well as a residual class, answer the following

excel please - If a CMO has 3 tranches, A, B,

excel please

- If a CMO has 3 tranches, A, B, and Z (an accrual tranche), as well as a residual class, answer the following question? - If the prepayment on a pool of mortgages decreases from CPR 10\% to CPR 5\%, what would happen to the expected maturity of the A class

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