Consider a sequential pay CMO that is backed by 60 mortgages with averago balance of $100.000 each. The mortgages have manthly paymenta with WaM in 15 yean and WAC = 5%. There is a servicing fee of 0.6% and prepayment is acoording to 100% PSA. There are three tranches in this CMO: tranch A assued for 51,500.000. tranche B issued for $3,000,000, and a Z-bond issued for $1,500.000. How much cash flow do investors in tranche A receive in the frat month? QUESTION 10 Consider the same CMO as in Question 16 and suppose that in month 10, the beginning balance on tranche A is $1,200,586, the beginning bolsxoe on tranche 8 is $3,000,000 and the beginning balance on Z is $1,550,232. How much cash flow do investors in tranche A receive in month 10 ? [Note that you can sum the beginning balance of each tranche in month 10 to get how much the mortgage pool has in beginning bolanoe in month 10 becazse what is oned by the mortgage pool equals what is owed to investorsl