NO.PZ2023091701000066
问题如下：
A fund holds a portfolio of principal-only strips of mortgage-Backed securities. All other things being equal, which of the following will most likely reduce the weighted average maturity of the portfolio?
选项：
A.An increase in interest rates. B.An increase in prepayment speed. C.A small decrease in the value of the homes backing the mortgage pool. D.A small decrease in the real incomes of the underlying mortgage holders.解释：
An increase in prepayment speed will reduce the weighted average maturity of the portfolio, however, the rest of the choices will not have this effect.
请问利率上升，对PO的duration是没有影响的吗？
