5. Given the ABS & ABS CDO shown below, what is the minimum loss on the portfolio of underlying assets when: ABS senior AAA 70% ABS Mezz. BBB 25% ABS Equity Tranche 5% and ABS CDO Seniro Tranche AAA 70% ABS CDO Mezz. Tranche BBB 25% and ABS CDO Equity Tranche 5% a. Lower two ABS tranches have a 100% loss of principal b. Senior ABS tranche a 50% has loss of principal c. Equity ABS CDO tranche has a 100% loss of principal (5%*100) d. Mezzanine ABS CDO tranche has a 100% loss of principal e. Senior ABS CDO tranche has a 50% loss of principal f. Senior ABS CDO tranche has a 100% loss of principal