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Question 20 4 points Svo Answer ACMO has been issued with 3 tranches and a residual. At origination: Tranche A investors own $102 million of

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Question 20 4 points Svo Answer ACMO has been issued with 3 tranches and a residual. At origination: Tranche A investors own $102 million of principal with a coupon rate of 3.50% Tranche investors own 528 milion of principal with a coupon rate of 3.7096 Tranchez investors own $6 million of principal with a coupon rate of 4,50%. The residual carries 51 million and receives al residual payments. Mortgages backing the security issued are fully amortizing fored rate with mortgage rate of 4.50% with 30 year maturities and monthly payments. Assume no servicing/guarantee fee and no prepayments How much cash flow do investors in the Z-tranche receive in the first year? Round your answers to two decimal points (eg, if your answer 5556000.0444 write 56000,04), Question 20 4 points Svo Answer ACMO has been issued with 3 tranches and a residual. At origination: Tranche A investors own $102 million of principal with a coupon rate of 3.50% Tranche investors own 528 milion of principal with a coupon rate of 3.7096 Tranchez investors own $6 million of principal with a coupon rate of 4,50%. The residual carries 51 million and receives al residual payments. Mortgages backing the security issued are fully amortizing fored rate with mortgage rate of 4.50% with 30 year maturities and monthly payments. Assume no servicing/guarantee fee and no prepayments How much cash flow do investors in the Z-tranche receive in the first year? Round your answers to two decimal points (eg, if your answer 5556000.0444 write 56000,04)

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