A CMO is being issued with 2 tranches: - Tranche A has $26 million in principal and a 3.2% coupon. - Tranche B has $9 million in principal and a 4.8% coupon. The mortgages backing the security issued are FRM at a mortgage rate of 5.5% with 10 year maturities and annual payments. There is no guarantee/servicer fee. Prepayment is assumed to be 5% CPR. What is the starting pool balance for Tranche A investors in year 2? (Note: same as the ending pool balance for Tranche A investors in year 1) Round your answer to two decimal points (e.g. if your answer is $45,666.6666, write 45666.67). A CMO is being issued with 2 tranches: - Tranche A has $26 million in principal and a 3.2% coupon. - Tranche B has $9 million in principal and a 4.8% coupon. The mortgages backing the security issued are FRM at a mortgage rate of 5.5% with 10 year maturities and annual payments. There is no guarantee/servicer fee. Prepayment is assumed to be 5% CPR. What is the starting pool balance for Tranche A investors in year 2? (Note: same as the ending pool balance for Tranche A investors in year 1) Round your answer to two decimal points (e.g. if your answer is $45,666.6666, write 45666.67)