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Which of the Below Statements Is TRUE

Question 20

Multiple Choice

Which of the below statements is TRUE?


A) There is very little variability of the average life for the tranches.
B) The distribution of principal effectively protects a shorter-term tranche against extension risk; this protection comes from the other tranches.
C) There is very little or no protection provided for each tranche against prepayment risk.
D) None of these

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