A $50 million pool of mortgages with a weighted average coupon of 5.2% net of fees is securitized into a CMO. This CMO has 4 tranches as listed below with the coupon rates. Tranche Rating Amount (US$) Coupon Rate AAA-Rated $35 million 2.50% A-Rated $ 5 million 4.10% BB-Rated $ 5 million 7.10% Unrated $ 5 million ??? At the end of the first year, no principal payments have been made, but the mortgage pool has experienced 56.5 million in losses. What are the loss rates on the A-rated and BB-rated tranches? O A A-Rated: Ox BB-Rated on O BA-Rated: 0 BB-Rated: 30% OC. A-Rated: 15% BB-Rated: 15% ODA-Rated: 30%BE-Rated: 100%