assignment

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    Finance

    [30pts total] Dollar Rolls. Should there be any missing input data/information use (and justify) any reasonable assumption.

    (a) [20] Create a dollar roll matrix of breakeven rates for an …

  • any reasonable assumption.

    (a) [20] Create a dollar roll matrix of breakeven rates for an agency MBS with gross and deal coupons of 8.035% and 7.5%, respectively, and settlement dates 6/14/16 and …

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    Assignment

    Please follow the instruction and finish the questions as posted.