$8.$ Below is a screenshot of a Monte Carlo simulation of a CDO. All loans in the underlying portfolio have an unconditional default probability of $1\%,$ a loss given default of $50\%,$ and a factor sensitivity of $0\mathrm{.}3.$ Suppose factor sensitivities increased to $1($rather than the $0\mathrm{.}3$ in this example$),$ and all the rest of the information remained unchanged. What would be the default probability and expected loss for each of the three tranches in the red rectangle in this case? You do not need to conduct a simulation to answer this question.