Build the monthly cash flow schedule (in Excel) for an agency mortgage pass thru security...

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Finance

  1. Build the monthly cash flow schedule (in Excel) for an agency mortgage pass thru security with the following information. Attach the Excel file to this assignment.

Principal = $750,000,000

Pass thru rate = 6.80%

WAC = 7.80%

WAM = 335

PSA = 200

Build the monthly cash flow schedule (in Excel) for the above agency mortgage pass thru security if it was stripped into 4 tranches as outlined below.

Tranche Principal Coupon Rate

A $325M 6.80%

B $110M 6.80%

C $50M 6.80%

D $265M 6.80%

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