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ACMO is being issued with 2 tranches: Tranche A has $28 million in principal and a 2.7% coupon. Tranche Bhas $7 million in principal and

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ACMO is being issued with 2 tranches: Tranche A has $28 million in principal and a 2.7% coupon. Tranche Bhas $7 million in principal and a 4.7% coupon. The mortgages backing the security issued are FRM at a mortgage rate of 6.1% with 10 year maturities and annual payments. There is no guarantee/servicer fee. Prepayment is assumed to be 5% CPR. What is the starting pool balance for Tranche A investors in year 27 (Note: same as the ending pool balance for Tranche A investors in year 1) Round your answer to two decimal points (eg. If your answer is $45,6666666, write 45666.67), ACMO is being issued with 2 tranches: Tranche A has $28 million in principal and a 2.7% coupon. Tranche Bhas $7 million in principal and a 4.7% coupon. The mortgages backing the security issued are FRM at a mortgage rate of 6.1% with 10 year maturities and annual payments. There is no guarantee/servicer fee. Prepayment is assumed to be 5% CPR. What is the starting pool balance for Tranche A investors in year 27 (Note: same as the ending pool balance for Tranche A investors in year 1) Round your answer to two decimal points (eg. If your answer is $45,6666666, write 45666.67)

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