manuelcalderon4440 manuelcalderon4440
  • 15-04-2024
  • Business
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Assume you have 100mm of FN 6% MBS pass-throughs priced at 102-00. You wish to create 50mm of a 5% stripdown security to sell at 100-00.Illustrate a simple 2 tranche CMO structure that can be used to create this.

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