medium · Asset-Backed Securities

A hybrid ARM loan in a subprime mortgage pool has a 2-year fixed period at 8.5% and then resets to SOFR + 600 bp. At the reset date, SOFR is 5.0%.

If the loan has a 'periodic cap' of 200 bp per reset, what is the new interest rate for the borrower?

  1. 7.0%
  2. 13.5%
  3. 10.5%
  4. 11.0%

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