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SIE: Risk & Portfolio Management
SIE practice questionmediumPrepayment risk

Which security is most likely to be affected by prepayment risk?

  1. ATreasury bills
  2. BMortgage-backed securities✓ Correct answer
  3. CUtility stocks
  4. DInternational bonds
Explanation

Why BMortgage-backed securities

Mortgage-backed securities are subject to early principal payments as borrowers refinance or pay off loans. The other securities are not linked to prepayment risk.

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