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Excel won't do the trick, you will ge Ull Wheel you Problem 2. Suppose that you have a $500M agency MBS pass-through, with 360 WAM and 3.5% WAC. If the pass-through coupon is 3.2%, and assuming 165 PSA, what would be the mortgage payment in the second month? Problem 3. Suppose that you have a $100M two-tranche, sequential-pay CMO, with 360 months WAM and 5% WAC. where the principal is equally split between the two tranches. If the pass- through coupon is 4%, and assuming 165 PSA, what is the total cash flow to the senior tranche in the first month? Problem 4. Is there an arbitrage opportunity if the two-year spot rate,r, is 5%, the 5-year spot raters. is 6%, and the three-year forward rate two years from now, $2,5. is 6.5%? How would you exploit it? Excel won't do the trick, you will ge Ull Wheel you Problem 2. Suppose that you have a $500M agency MBS pass-through, with 360 WAM and 3.5% WAC. If the pass-through coupon is 3.2%, and assuming 165 PSA, what would be the mortgage payment in the second month? Problem 3. Suppose that you have a $100M two-tranche, sequential-pay CMO, with 360 months WAM and 5% WAC. where the principal is equally split between the two tranches. If the pass- through coupon is 4%, and assuming 165 PSA, what is the total cash flow to the senior tranche in the first month? Problem 4. Is there an arbitrage opportunity if the two-year spot rate,r, is 5%, the 5-year spot raters. is 6%, and the three-year forward rate two years from now, $2,5. is 6.5%? How would you exploit it