138. A pool of mortgages currently valued at $1 million is structured as a combination of a principal only strip (PO) and an interest only strip (IO), where PO receives only principal portion of mortgage payments and IO receives only interest paid on the mortgages in the pool. The interest rate is 11%, mortgage payments are fixed and paid annually, and the remaining term to maturity is 10 years. Model cash flows from this mortgage pool for the remaining term by creating a table with the following columns: (1) year, (2) beginning balance (BB), (3) cash flow to the IO strip, (4) cash flow to the PO strip, (5) ending balance (EB). Assume no servicing fee and no prepayments. 139. A pool of mortgages currently valued at $10 million is structured as a combination of a principal only strip (PO) and an interest only strip (IO), where PO receives only principal portion of mortgage payments and IO receives only interest paid on the mortgages in the pool. The interest rate is 8%, mortgage payments are fixed and paid annually, and the remaining term to maturity is 15 years. Model cash flows from this mortgage pool for the remaining term by creating a table with the following columns: (1) year, (2) beginning balance (BB), (3) cash flow to the IO strip, (4) cash flow to the PO strip, (5) ending balance (EB). Assume no servicing fee and no prepayments. 140. A pool of mortgages currently valued at $1 million is structured as a combination of a principal only strip (PO) and an interest only strip (IO), where PO receives only principal portion of mortgage payments and IO receives only interest paid on the mortgages in the pool. The interest rate is 11%, 24