Question: work done in excel please :) A. [20 points total] Consider two agency MPTs 1. Amortize both loans at 100 PSA (leave open to change).
A. [20 points total] Consider two agency MPTs 1. Amortize both loans at 100 PSA (leave open to change). This is the base assumption. Note that we can consider these to be default free as they are agency pools. 2. Create a WAC 10 and PO tranche to create a 5.75% deal coupon
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