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).

work done in excel please :) work done in excel please :) A. [20 points total] Consider two

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

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Finance Questions!