What is the prepayment sensitivity of the security

Reference no: EM131781340

Question: Suppose that the following values for an RMBS are correct for each prepayment assumption:

Assume that the value of the security in the market is 111.20 based on 200 PSA. What is the prepayment sensitivity of this security?

Reference no: EM131781340

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What is the prepayment sensitivity of the security : Assume that the value of the security in the market is 111.20 based on 200 PSA. What is the prepayment sensitivity of this security?

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