HOMEWORK > REES 3400 Homework 4

Baruch College, CUNY REES 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?   Answer ...[Show More]

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