Frances · 2024年09月14日

weighted average proceeds

1. CFA I
2. Fixed Income

* 问题详情，请 查看题干

NO.PZ202305230100009603

问题如下：

The weighted average proceeds from the mortgages is closest to:

选项：

A.

3.47%

B.

3.50%

C.

3.61%

解释：

The correct answer is C.

The weighted average proceeds from the mortgages (WAMP shown below) is calculated as the coupon rate of each mortgage weighted by that mortgage’s value/amount as a percentage of the total value of all the mortgages:

这道题和上一小题，什么情况下用一表里的比例，什么时候用二表里的比例。我算的刚好和答案都相反。