Question: please show all for and formulas 5. Consider the grid below that shows risk premia (spread in bps) over the 10-year constant maturity treasury (CMT)

 please show all for and formulas 5. Consider the grid below

please show all for and formulas

5. Consider the grid below that shows risk premia (spread in bps) over the 10-year constant maturity treasury (CMT) yield to maturity (in %) as of 2/5/2022. LTVs are shown in columns ranging from 50% to 105% and mortgage amounts are shown in rows ranging from $50,000 to $1,500,000. For example, the spread for $1.1mm mortgage with a 75% LTV is 150bps. Look up the 10year CMT as of 2/5/2022 at the US Treasury site or the St. Louis FRED database as shown in Lecture 1. With that value and the grid below, answer the following questions and make sure you convert spreads in bps to % to add to the 10yr CMT risk free rate to get the coupon. LTV 85.00% 90.00% 72 79 86 93 100 107 88 114 NNNNARRSES 179 E 163 Mortgage Amt $ 50,000.00 $ 100,000.00 $ 150,000.00 $ 200,000.00 $ 250,000.00 $ 300,000.00 $ 350,000.00 $ 400,000.00 $ 450,000.00 $ 500,000.00 $ 550,000.00 $ 600,000.00 $ 650,000.00 $ 700,000.00 $ 750,000.00 $ 800,000.00 $ 850,000.00 $ 900,000.00 $ 950,000.00 $1,000,000.00 $1,050,000.00 $ 1,100,000.00 $1,150,000.00 $ 1,200,000.00 $1,250,000.00 $1,300,000.00 $1,350,000.00 $1,400,000.00 $1,450,000.00 $1,500,000.00 EEEE82 50% 20 21 22 23 24 25 26 27 28 29 30 31 32 144 145 145 145 145 145 145 135 125 115 115 115 115 115 110 105 100 55.00% 25 27 29 31 33 35 37 39 41 43 45 47 49 149 150 150 150 150 150 150 140 130 120 120 120 120 120 60.00% 30 33 36 39 42 45 48 51 54 57 60 63 66 154 155 155 155 155 155 155 80.00% 50 57 64 71 78 85 92 99 106 113 120 127 134 174 175 175 175 65.00% 35 39 43 47 51 55 59 63 67 71 75 79 83 159 160 160 160 160 160 160 150 140 130 130 130 130 130 125 120 115 121 128 135 142 149 156 194 70.00% 40 45 50 55 60 65 70 75 80 BS 90 95 100 164 165 165 165 165 165 165 155 145 135 135 135 135 135 102 109 116 123 130 137 144 184 185 185 gTS 75.00% 45 51 57 63 69 75 81 87 93 99 105 111 117 169 170 170 170 170 170 170 160 150 140 140 140 140 140 135 130 125 BESRI BORARE 889899989BBBESA 195 SCREERS SABEEE222222888 &&&& 195 195 95.00% 100.00% 105.00% 871 107 137 941 114 144 101 121 151 108 128 158 115 135 165 122 142 172 129 149 136 156 186 143 193 150 170 200 157 177 207 164 184 214 171 191 221 204 214 224 205 215 225 205 215 225 205 215 225 205 215 225 205 215 225 205 215 225 210 220 230 215 225 235 220 230 240 220 230 240 220 240 220 230 240 220 230 240 215 225 235 210 220 230 205 215 225 EEEEE EEEEEEEwaaa2888 175 195 185 185 185 185 195 195 145 1901 200 195 200 200 RSSSSSS 175 175 165 155 145 145 145 145 145 140 135 130 135 125 125 125 125 125 120 115 110 205 210 210 210 210 210 200 230 115 1301 200 200 195 190 185 205 110 105 125 120 200 195 a.) What is the coupon (10yrCMT+spread) for a 50% LTV mortgage with an initial balance of $500,000? b.) What is the coupon (10yrCMT+spread) for a 80% LTV mortgage with an initial balance of $500,000? c.) What is the coupon (10yrCMT+spread) for a 95% LTV mortgage with an initial balance of $500,000? d.) What is the coupon (10yrCMT+spread) for a 50% LTV mortgage with an initial balance of $900,000? e.) What is the coupon (10yrCMT+spread) for a 80% LTV mortgage with an initial balance of $900,000? f.) What is the coupon (10yrCMT+spread) for a 95% LTV mortgage with an initial balance of $900,000? 5. Consider the grid below that shows risk premia (spread in bps) over the 10-year constant maturity treasury (CMT) yield to maturity (in %) as of 2/5/2022. LTVs are shown in columns ranging from 50% to 105% and mortgage amounts are shown in rows ranging from $50,000 to $1,500,000. For example, the spread for $1.1mm mortgage with a 75% LTV is 150bps. Look up the 10year CMT as of 2/5/2022 at the US Treasury site or the St. Louis FRED database as shown in Lecture 1. With that value and the grid below, answer the following questions and make sure you convert spreads in bps to % to add to the 10yr CMT risk free rate to get the coupon. LTV 85.00% 90.00% 72 79 86 93 100 107 88 114 NNNNARRSES 179 E 163 Mortgage Amt $ 50,000.00 $ 100,000.00 $ 150,000.00 $ 200,000.00 $ 250,000.00 $ 300,000.00 $ 350,000.00 $ 400,000.00 $ 450,000.00 $ 500,000.00 $ 550,000.00 $ 600,000.00 $ 650,000.00 $ 700,000.00 $ 750,000.00 $ 800,000.00 $ 850,000.00 $ 900,000.00 $ 950,000.00 $1,000,000.00 $1,050,000.00 $ 1,100,000.00 $1,150,000.00 $ 1,200,000.00 $1,250,000.00 $1,300,000.00 $1,350,000.00 $1,400,000.00 $1,450,000.00 $1,500,000.00 EEEE82 50% 20 21 22 23 24 25 26 27 28 29 30 31 32 144 145 145 145 145 145 145 135 125 115 115 115 115 115 110 105 100 55.00% 25 27 29 31 33 35 37 39 41 43 45 47 49 149 150 150 150 150 150 150 140 130 120 120 120 120 120 60.00% 30 33 36 39 42 45 48 51 54 57 60 63 66 154 155 155 155 155 155 155 80.00% 50 57 64 71 78 85 92 99 106 113 120 127 134 174 175 175 175 65.00% 35 39 43 47 51 55 59 63 67 71 75 79 83 159 160 160 160 160 160 160 150 140 130 130 130 130 130 125 120 115 121 128 135 142 149 156 194 70.00% 40 45 50 55 60 65 70 75 80 BS 90 95 100 164 165 165 165 165 165 165 155 145 135 135 135 135 135 102 109 116 123 130 137 144 184 185 185 gTS 75.00% 45 51 57 63 69 75 81 87 93 99 105 111 117 169 170 170 170 170 170 170 160 150 140 140 140 140 140 135 130 125 BESRI BORARE 889899989BBBESA 195 SCREERS SABEEE222222888 &&&& 195 195 95.00% 100.00% 105.00% 871 107 137 941 114 144 101 121 151 108 128 158 115 135 165 122 142 172 129 149 136 156 186 143 193 150 170 200 157 177 207 164 184 214 171 191 221 204 214 224 205 215 225 205 215 225 205 215 225 205 215 225 205 215 225 205 215 225 210 220 230 215 225 235 220 230 240 220 230 240 220 240 220 230 240 220 230 240 215 225 235 210 220 230 205 215 225 EEEEE EEEEEEEwaaa2888 175 195 185 185 185 185 195 195 145 1901 200 195 200 200 RSSSSSS 175 175 165 155 145 145 145 145 145 140 135 130 135 125 125 125 125 125 120 115 110 205 210 210 210 210 210 200 230 115 1301 200 200 195 190 185 205 110 105 125 120 200 195 a.) What is the coupon (10yrCMT+spread) for a 50% LTV mortgage with an initial balance of $500,000? b.) What is the coupon (10yrCMT+spread) for a 80% LTV mortgage with an initial balance of $500,000? c.) What is the coupon (10yrCMT+spread) for a 95% LTV mortgage with an initial balance of $500,000? d.) What is the coupon (10yrCMT+spread) for a 50% LTV mortgage with an initial balance of $900,000? e.) What is the coupon (10yrCMT+spread) for a 80% LTV mortgage with an initial balance of $900,000? f.) What is the coupon (10yrCMT+spread) for a 95% LTV mortgage with an initial balance of $900,000

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