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SIE: Debt Securities
SIE practice questionmediumCMOs

What is the main objective of creating tranches within a Collateralized Mortgage Obligation (CMO)?

  1. ATo increase the credit risk
  2. BTo target different maturity preferences for investors✓ Correct answer
  3. CTo guarantee returns
  4. DTo eliminate prepayment risk
Explanation

Why BTo target different maturity preferences for investors

Tranches in CMOs segment cash flows, offering different maturities and risk levels for investors. CMOs do not guarantee returns or eliminate prepayment risk, and tranching does not increase credit risk.

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