Given the ABS & ABS CDO shown below, what is the minimum loss on the portfolio of underlying assets when

Lower two ABS tranches have a 100% loss of principal?

Senior ABS tranche has a 50% loss of principal?

Equity ABS CDO tranche has a 100% loss of principal?

Mezzanine ABS CDO tranche has a 100% loss of principal?

Senior ABS CDO tranche has a 50% loss of principal?

Senior ABS CDO tranche has a 100% loss of principal?

Given the ABS & ABS CDO shown above, complete the following Loss Table:

Losses on Underlying Assets	Losses to Mezzanine tranche of ABS	Losses to Equity tranche of ABS CDO	Losses to Mezzanine tranche of ABS CDO	Losses to Senior tranche of ABS CDO
2%
5%
10%
20%