Problem 1: Mortgage Risks Your hedge fund owns an M35 pool backed by fully amortizing fixed rate mortgages with a coupon interest rate of 4.5%, and a remaining maturity of 26 years. Based on your analysis of past prepayment data, you currently expect all the mortgages in the pool to prepay fully in five years' time. The market interest rate (used for discounting future cash flows) is 3%. Mortgage payments are monthly, as usual