Submit your dollar roll screen for a forward drop of 35/32, a PSA of 150, and a reinvestment rate of 2% act/360. Rubric: the dollar roll screen works if you change the inputs within reason. Compute the WAL, modified duration, and convexity for the base-case MPT Also compute the static- and z-spread assume a treasury spotrate term structure given by z(T) = 0.03 ln[0.038 (T+40)] where T is measured in months. Please do In excel and show work. Thank you