Question: Consider the following CMO structure backed by 7% collateral: Tranche Par Amount Notional Amount Coupon Rate A $350,000,000 5.50% B $250,000,000 5.75% $200,000,000 6.25% D

Consider the following CMO structure backed by 7% collateral: Tranche Par

Consider the following CMO structure backed by 7% collateral: Tranche Par Amount Notional Amount Coupon Rate A $350,000,000 5.50% B $250,000,000 5.75% $200,000,000 6.25% D $150,000,000 6.75% IO ? 7.00% What is the notional amount of the 10 tranche? $98,725,192 $128,365,333 $146,428,571 O$177,523,667

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