Question: Problem 1 There is a mortgage pool containing 100 fixed-rate mortgages, and all these mortgages have the same size of $300,000, the same maturity of

Problem 1 There is a mortgage pool containing 100 fixed-rate mortgages, and all these mortgages have the same size of $300,000, the same maturity of 10 years. But their interest rates differ: 50 mortgages have an interest rate of 5.0%. 30 mortgages have an interest rate of 3.5%. 20 mortgages have an interest rate of 3%. 2. Assume PSA of this pool is 125% and total servicing fee rate is 0.25%, calculate the cash flow (breaking down into scheduled principal payment, prepaid principal, interest payment servicing fee) of this mortgage pool. Problem 1 There is a mortgage pool containing 100 fixed-rate mortgages, and all these mortgages have the same size of $300,000, the same maturity of 10 years. But their interest rates differ: 50 mortgages have an interest rate of 5.0%. 30 mortgages have an interest rate of 3.5%. 20 mortgages have an interest rate of 3%. 2. Assume PSA of this pool is 125% and total servicing fee rate is 0.25%, calculate the cash flow (breaking down into scheduled principal payment, prepaid principal, interest payment servicing fee) of this mortgage pool
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