A CMO is being issued with $3$ tranches. The A tranche will consist of $$50$MM of principal and have a coupon of $7\%.$ The B tranche will consist of $$30$MM of principal and have a coupon of $7\%.$ The Z tranche $($accrual tranche$)$ will consist of $$20$MM of principal and have a coupon of $7\%.$ The mortgages backing the security issued are FRM at $7\%$ with $30$ year maturities and monthly payments.Priority payments will be made to the A tranche and will include the promised coupon. Interest will be accrued to the Z tranche until A is completely repaid. The B class will receive interest payments only until the A class is repaid. The A class will then receive all remaining CFs from the pool that year. After A is repaid, B will receive priority principal payments. The Z class will accrue interest at $7\%$ until both A and B are repaid. It will receive current interest and principal payments at that time.Assume there is no prepayment and no servicing fees.A$)$ Given the information presented above, what is the total cash flow to each class of investors in year $2($i$.$e$.$ How much will class A receive, how much will Class B receive, and how much will class Z receive from months $13-24)?$B$)$ What is the balance of the Class A tranche at the end of year $5?$C$)$ What is the balance of the Class B tranche at the end of year $5?$D$)$ What is the balance of the Class Z tranche at the end of year $6?$