NO.PZ2023091701000060
问题如下：
A fixed-income portfolio manager purchases a seasoned 5.5% agency mortgage-Backed security with a weighted average loan age of 60 months. The current balance on the loans is USD 20 million, and the conditional prepayment rate is assumed to be constant at 0.4% per year. Which of the following is closest to the expected principal prepayment this month?
选项：
A.
USD 1,000
B.USD 7,000
C.USD 10,000
D.USD 70,000
解释：
The expected principal prepayment is equal to: 20,000,000 × (1 – (1 – 0.004)^(1/12)) = USD 6,679.
老师，这道题您算的SMM是多少呢？我计算的PMT是382023.24，不是课件里的382083.24，最后答案是6583.02
您看我哪里有算错吗？
