NO.PZ202305230100009602
问题如下:
Shown below are three properties whose mortgages are securitized to create a sequential-pay CMBS and information related to the four tranches comprising the CMBS.
Prepayment: No prepayment on the underlying mortgages is allowed in the first 5 years.
The weighted average coupon payment is closest to:
选项:
A.3.47%
3.50%
3.61%
解释:
The correct answer is A.
The weighted average coupon payment is calculated as the value of each tranche’s coupon rate weighted by the principal value of that tranche as a percentage of the total value of all tranches:
如题,请问第一张表在这里的作用是啥?