5. Suppose that ABSs are created from portfolios of subprime mortgages with the following allocation of the principal to tranches: senior 75%, mezzanine 20%, and equity 5%. An ABS CDO is then created from the mezzanine tranches with the same allocation of principal Losses on the mortgage portfolio prove to be 16%. What, as a percent of tranche principal, are losses on o The equity tranche of the ABS ()The mezzanine tranche of the ABS (ii) The senior tranche of the ABS -- (ii)The equity tranche of the ABS CDO -- The mezzanine tranche of the ABS CDO (vi) The senior tranche of the ABS CDO