小編導讀:報名高頓網(wǎng)課的學員,可通過高頓網(wǎng)校學習更多精品課程,練習更多免費題目,享受更多教學服務;更多詳情請撥打高頓網(wǎng)??头娫?span style="color:#ff0000;">400-825-0088。
  Under a 200% PSA model, what is the single monthly mortality (SMM) for, respectively, month 20 and month 40
  A.      8% and 12%
  B.      8% and 16%
  C.      0.69% and 1.44%
  D.      0.69% and 1.06%
  Answer: D
  The base PSA model assumes that prepayments begin at a rate of 0.2% CPR in the first month and increase at a rate of 0.2% CPR per month until they reach 6.0% CPR in month 30.