Please help with the following question Problem 1 [40 points] ABC Bank originates a pool of containing 100 three-year fixed-rate mortgages with loan amount of $100,000 each. All mortgages in the pool carry a rate of 6% with annual payments. The servicing fee is charged 0.5%. ABC Bank would like to sell the pool to investors via Mortgage Pass Through (MPT) security. Suppose that 100,000 shares will be issued and the market interest rate is 5.5%. 3. What is the price of each share of the MPT if there are a constant default rate of 1.5% each year (assuming the recovering rate is 50%) and no prepayment? 4. What is the price of each share of the MPT if there are a constant annual default rate of 1.5% (assuming the recovering rate is 50%) and another constant annual prepayment of 1.5%