Write your final answer in the corresponding box after each question. Please show your work for consideration for partial credit. When asked for dollar amounts, round all answers to the nearest cent (two decimals). Question 12 (30 points total) There is a MPT security with the following anticipated cash flows (annual payments, prepayment modeled using CPR) Mortgage Pass Through Security Data Input Box: Number of mortgages in initial pool 225 Average mortgage balance $85,000 Initial mortgage pool balance $19,125,000 Prepayment rate (CPR) 8.00% Mortgage rate (annual) 6.50% Servicing and Guarantee Fee (annual) 0.75% Pass-through Coupon rate Number of payments 5.75% 10 Scheduled (Principal and Interest) Pmt to Issuer Guarantee Total Total and Payments Pmts to Issuer Service Fee to investors Payment 4,190,377.20 Pool Principal Balance Prepayment Year (End of Period) 0 $19,125,000.00 1 $16,177,747.80 1,530,000.00 2 $13,504,568.58 1,294,219.82 3 $11,084,046.21 1,080,365.49 4 $8,896,816.19886,723.70 5 $6,925,563.64 711,745.30 6 $5,155,150.38 554,045.09 7 $3,573,020.60 412,412.03 8 $2,170,339.53 285,841.65 173,627.16 100 0.00 2,660,377.20 2,430,513.01 2,217,953.84 2,020,969.32 1,837,800.31 1,666,529.81 1,504,802.52 1,349,085.76 1,192,083.95 1,007,171.02 3,298,319.33 2,907,693.02 2,549,545.60 2,220,574.90 1,917,214.56 1,634,927.41 1,365,711.11 1,007,171.02 143,437.50 4,046,939.70 121,333.11 3,603,399.72 101,284.26 3,197,035.06 83,130.35 66,726.12 2,482,819.48 51,941.73 2,168,633.17 38,663.63 1,878,550.93 26,797.65 1,608,129.76 16,277.55 1,349,433.57 7,092.75 1,000,078.27 A. What are the total payments to investors in year 4? (6pt) B. What is the total principal paid to the issuer in year 6? (6pt) C. What is the scheduled interest payment received by the SPV/issuer in year 2? (pt) D. What is the pool factor at the end of year 5? (6pt) Write your final answer in the corresponding box after each question. Please show your work for consideration for partial credit. When asked for dollar amounts, round all answers to the nearest cent (two decimals). Question 12 (30 points total) There is a MPT security with the following anticipated cash flows (annual payments, prepayment modeled using CPR) Mortgage Pass Through Security Data Input Box: Number of mortgages in initial pool 225 Average mortgage balance $85,000 Initial mortgage pool balance $19,125,000 Prepayment rate (CPR) 8.00% Mortgage rate (annual) 6.50% Servicing and Guarantee Fee (annual) 0.75% Pass-through Coupon rate Number of payments 5.75% 10 Scheduled (Principal and Interest) Pmt to Issuer Guarantee Total Total and Payments Pmts to Issuer Service Fee to investors Payment 4,190,377.20 Pool Principal Balance Prepayment Year (End of Period) 0 $19,125,000.00 1 $16,177,747.80 1,530,000.00 2 $13,504,568.58 1,294,219.82 3 $11,084,046.21 1,080,365.49 4 $8,896,816.19886,723.70 5 $6,925,563.64 711,745.30 6 $5,155,150.38 554,045.09 7 $3,573,020.60 412,412.03 8 $2,170,339.53 285,841.65 173,627.16 100 0.00 2,660,377.20 2,430,513.01 2,217,953.84 2,020,969.32 1,837,800.31 1,666,529.81 1,504,802.52 1,349,085.76 1,192,083.95 1,007,171.02 3,298,319.33 2,907,693.02 2,549,545.60 2,220,574.90 1,917,214.56 1,634,927.41 1,365,711.11 1,007,171.02 143,437.50 4,046,939.70 121,333.11 3,603,399.72 101,284.26 3,197,035.06 83,130.35 66,726.12 2,482,819.48 51,941.73 2,168,633.17 38,663.63 1,878,550.93 26,797.65 1,608,129.76 16,277.55 1,349,433.57 7,092.75 1,000,078.27 A. What are the total payments to investors in year 4? (6pt) B. What is the total principal paid to the issuer in year 6? (6pt) C. What is the scheduled interest payment received by the SPV/issuer in year 2? (pt) D. What is the pool factor at the end of year 5? (6pt)