Excel formulas would be preferred, but answer it please :)

The hypothetical sequential-pay structure with floater, inverse floater, and accrual bond classes AND the collateral for FL and IFL is the C tranche is specified below: Tranche Par Amount Coupon rate A $194,500,000 7.5% B $36,000,000 7.5% FL $72,375,000 7.5% IFL $24,125,000 7.5% Zaccrual) $73,000,000 7.5% In a specific month, the balance for tranche Cis USD 5,747,754. We know that the payment to the principal is USD 3,057,282, and the interest payment is USD35,923. The annualized 1-month LIBOR rate for that month is 4%. Compute the principal and coupon payments to FL and IFL in that month. The hypothetical sequential-pay structure with floater, inverse floater, and accrual bond classes AND the collateral for FL and IFL is the C tranche is specified below: Tranche Par Amount Coupon rate A $194,500,000 7.5% B $36,000,000 7.5% FL $72,375,000 7.5% IFL $24,125,000 7.5% Zaccrual) $73,000,000 7.5% In a specific month, the balance for tranche Cis USD 5,747,754. We know that the payment to the principal is USD 3,057,282, and the interest payment is USD35,923. The annualized 1-month LIBOR rate for that month is 4%. Compute the principal and coupon payments to FL and IFL in that month