Tranche Par Amount $($in millions$)$ Coupon Rate Tranche Par Amount $($in millions$)$ Coupon Rate

A $$5404\mathrm{.}50\%$ A $$5404\mathrm{.}50\%$

B $$620$ B $$3505\mathrm{.}50\%$

C $$2706\mathrm{.}00\%$

$$ For Structure I: Tranches A is a PAC I$\text{'}$s and B is the support bond.

$$ For Structure II: Tranches A is a PAC I$\text{'},$ B is a PAC II$,$ and C is a support bond without a PAC schedule.

In structure II$,$ tranche C is created from tranche B in structure I. The coupon rate for tranche B in structure I, which represents the combined coupon rate for tranches B and C in structure II is closest to