Consider a sequential pay CMO that is backed by $60$ mortgages with average balance of $$100,000$ each. The mortgages have monthly payments with WAM $=15$ years and WAC $=4\%.$ There is a servicing fee of $0\mathrm{.}6\%$ and prepayment is according to $100\%$ PSA. There are three tranches in this CMO: tranch A issued for $$2,000,000,$ tranche B issued for $$2,000,000,$ and a Z$-$bond issued for $$2,000,000.$ Suppose that in month $10,$ the beginning balance on tranche A is $$1,682,409\mathrm{.}07,$ the beginning balance on tranche B is $$2,000,000\mathrm{.}00$ and the beginning balance on Z is $$2,051,581\mathrm{.}84.$ How much cash flow do investors in tranche A receive in month $10?($Show all calculations$)$