Question: Handbook of MBS (SN 116)

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Question: Handbook of MBS (SN 116)

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02-27-2008, 04:41 PM

Will Durant

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Question: Handbook of MBS (SN 116)

page 311 says

Quote:

The chief benefit of a tight window is the superior roll down the yield curve it provides as it ages.

I don't understand why this is the case. Any insights?

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