10. Suppose for the following ABS-CDO structure, the principals assigned to the senior, mezzanine, and equity tranches for the ABS are 70%, 20%, and 10%. ABSs Subprime mortgages Senior tranches (70%) AAA ABS CDO Mezzanine tranches (20%) BBB Senior tranche (75%) AAA Mezzanine tranche (20%) BBB Equity tranches (10%) Not rated Equity tranche (5%) Complete the following table. Remember to express the loss of each tranche as a percentage of each tranche' total. 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 Losses to Subprime Portfolios 10% 15% 20% 25%