A hypothetical sequential-pay structure with floater, inverse floater, and accrual bond classes is specified below. Tranche Par Amount Annual Coupon Rate A $194,500,000 7.5% B $36,000,000 7.5% FL $48,250,000 LIBOR + 5% IFL $48,250,000 10% - LIBOR Zlaccrual). $73,000,000 7.5% The collateral for FL and IFL is the Tranche C of a sequential CMO with a par value of $96,500,000 and its coupon rate is 7.5%. In a specific month, the balance for tranche C is USD 5,747.754. We know that the payment to the principal is USD 3,057.282. The annualized 1-month LIBOR rate for that month is 3%. Compute the principal and coupon payments to FL and IFL in that month