Q.2703 Calculate the Constant Prepayment Rate (CPR) for a MBS if the single month mortality (SMM) is 0.45%. | Financial Risk Manager Part 2 Quiz - LeetQuiz
Financial Risk Manager Part 2
Explanation:
CPR=1−(1−SMM)12=1−(1−0.45%)12=5.27%
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Q.2703 Calculate the Constant Prepayment Rate (CPR) for a MBS if the single month mortality (SMM) is 0.45%.
