Question: Question 9 Bond Class Amount (In Millions) Class A 350 Class B 30 Class C 20 Total 400 9) Based on the Waterfall Asset Design

Question 9 Bond Class Amount (In Millions) Class A 350 Class B 30 Class C 20 Total 400 9) Based on the "Waterfall" Asset Design concept of Securitization. Assume Class "A" is Lowest Risk and Class "C" is Highest Risk and Class "B" is in the Middle. If there is a 45 Million dollar loss in this Portfolio, what does the Portfolio look like after the losses are accounted for: Question 9.pdf 87 KB O A. Class A 305; Class B 30; Class C 20; O B. Class A 305; Class B 40; Class C 45; O C. Class A 345; Class B 30; Class C 20; O D. Class A 350; Class B 5; Class CO
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