Baruch College, CUNY RES 3400 QUESTION 1   Consider an MPT that is backed by 100 mortgages with average balance of   $350,000 and monthly payment. The MPT has a WAC = 5% and WAM = 60 months.   There is no servicing fee on this security. Assuming the prepayment model of   CPR=5% and market rate is 3%, how much should this security sell for?   ...[Show More]

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