You're building a CMO from this collateralTerm $($yr$)30$Term $($month$)360$Net $($Coupon$)6\mathrm{.}50\%$Gross $($WAC$)7\mathrm{.}50\%$Notional $$100,000,000$PSA $200\mathrm{.}00\%$You have three clients Bank that wants a $<2$yr Average Life MM that wants a ~$4$yr AL Insurance CO that wants a $10$yr AL almost exactly but will only buy up to$$50$MM Build a $$100$M CMO structure that give each buyer the maturity profile theywant structured off of a $30$yr mortgage with the following characteristics andprojected speeds. Are you able to sell the whole structure in your solution? Do you need torecommend the CMO structuring desk buy$/$retain a piece of the capitalstructure?