1Based on the ABS CDO figure of your class handout, if the loss on the underlying assets is 9%, how much is the loss to the mazzanine tranche of ABS?

A,26.7% B,0 C,33.3% D,66.7%

2Based on the ABS CDO figure of your class handout, if the loss on the underlying assets is 9%, how much is the loss to mazzanine tranche of the ABS CDO?

A33.3% B66.7% C0 D11%

3

Based on The ABS CDO figure of your class handout, if the loss on underlying assets is 21%, how much is the loss to the mazzanine tranche of the ABS CDO?

A33.3% B21.0% C100% D0

4Based on The ABS CDO figure of your class handout, if the loss on underlying assets is 6%, how much is the loss to the mazzanine tranche of ABS?

A6.7% B33.3% C1.0% D0

And how to calculates the answers