Question: Solved in excel with formulas please 5. Suppose that the principals assigned to the senior, mezzanine, and equity tranches are 80%, 15%, and 5% instead

 Solved in excel with formulas please 5. Suppose that the principals

Solved in excel with formulas please

5. Suppose that the principals assigned to the senior, mezzanine, and equity tranches are 80%, 15%, and 5% instead of 75%, 20% and 5% for both ABSs and ABS CDOs in Figure 6.4. Find out the results in the cells with "*" in Table 6.1? TABLE 6.1 Losses to Tranches in Figure 6.4 Losses to Subprime Portfolios 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 * ** 10% 15% 20% 25% ** 5. Suppose that the principals assigned to the senior, mezzanine, and equity tranches are 80%, 15%, and 5% instead of 75%, 20% and 5% for both ABSs and ABS CDOs in Figure 6.4. Find out the results in the cells with "*" in Table 6.1? TABLE 6.1 Losses to Tranches in Figure 6.4 Losses to Subprime Portfolios 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 * ** 10% 15% 20% 25% **

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