A market maker borrows $100,000,000 nominal value of bonds (face value: $100) with the following info: (Loan term: 25 days)

Coupon: 8.2% (annual, Act/365)

Clean price: 105.85

Accrued day: 40 days

Accrued interest: ???

Total accrued interest: ???

Dirty price: ???

Loan value: ???

Stock loan fee: 65 bps

a. Fill in missing items then Calculate total stock loan fee amount

b. The loan is required to be collateralized with the following bond at haircut of 4%:

Coupon: 7%

Clean price: 102.5

Accrued day: 35 days

Calculate nominal amount of the collateral stock.