... $66.67.Remaining principal amounts for A-, B-, C-, and Z-tranches assuming 100 PSA prepaymentsare graphed in Figure 13.5A. Corresponding cash flows for A-, B-, C-, and Z-tranche assuming100 PSA prepayments ... schedule of monthly payments required for 5-year, 10-year, 15-year,20-year, and 30-year mortgages based on annual interest rates ranging from 5 percent to 15 percentin increments of .5 percent. ... to $30,000 for the A-, B-, and C-tranche bonds, each of these tranchesreceives an interest payment of $30,000 × .08 / 12 = $200. In addition, the Z-tranche interest payment of $10,000 × 0.08 /...