问题如下:
Which of the following statements is most likely the function of the collateralized mortgage obligations (CMOs) ?
选项:
A. Reduce contraction risk in support tranches.
B. Reassign prepayment risk among tranches.
C. Eliminate extension risk in PAC tranches.
解释:
B is correct.
The creation of a CMO cannot eliminate or change prepayment risk; it can only distribute the various forms of this risk among different bond classes.
老师你好,c是错在eliminate这个词吗,就是不能消除只能降低?