Question: Repeat the previous problem, only assuming that defaults are perfectly correlated. In previous problem Suppose that in Figure 27.6 the tranches have promised payments of

Repeat the previous problem, only assuming that defaults are perfectly correlated.
In previous problem
Suppose that in Figure 27.6 the tranches have promised payments of $160 (senior), $50 (mezzanine), and $90 (subordinated). Reproduce the table for this case, assuming zero default correlation.

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