A CMO is being issued with $2$ tranches. The A tranche will consist of $$50$MM of principal and have a coupon of $6\mathrm{.}5\%.$ The B tranche will consist of $$50$MM of principal and have a coupon of $6\mathrm{.}5\%.$ The mortgages backing the security issued are FRM at $6\mathrm{.}5\%$ with $10$ year maturities and annual payments $($for simplicity$).$Priority payments will be made to the A tranche and will include the promised coupon. The B class will only receive interest payments until the A class is repaid. Assume there is no prepayment and no servicing fees. A$)$ Given the information presented above, what is the total cash flow to each class of investors in year $1($i$.$e$.$ How much will class A receive and how much will Class B receive$)?$B$)$ What is the balance of the Class A tranche at the end of year $3?$C$)$ What is the balance of the Class B tranche at the end of year $7?$