Consider the mortgage pool data below for a Mortgage Backed Security (MBS). Beginning balance $900,000,000 WAC 5.75% WAM 355 Passthrough rate 5.25% PSA schedule 200% Please answer the questions below about the first scheduled payment to the investors of this MBS. SHOW YOUR WORK Round all dollar figures to the nearest dollar. show all work

(a) What is the CPR for this payment?

(b) What is the SMM for this payment?

(c) For this payment, what is the amount of the total scheduled mortgage payment, the gross interest paid with that payment, and the scheduled principal repaid with that payment? (You can use your BA II Plus to calculate this data. Show what you would enter into your calculator to obtain this data.)