Question: 2. (40') a. Complete the following table CPR assuming Month 100% PSA 50% PSA 300% PSA 1 5 b. Complete the following table: SMM

2. (40') a. Complete the following table CPR assuming Month 100% PSA

2. (40') a. Complete the following table CPR assuming Month 100% PSA 50% PSA 300% PSA 1 5 b. Complete the following table: SMM assuming Month 100% PSA 50% PSA 300% PSA 1 5 c. Complete the following table (in thousands of dollars), assuming a prepayment rate of 200PSA: Original balance: $300,000,000 Pass-through rate: 10% Outstanding Month Balance 1 300,000 2 299,850 Collateral weighted average coupon rate: 11% WAM: 360 months SMM Mortgage Scheduled Payment Interest Principal 2,800 Prepayment Total Principal Cash Flow 2,780

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