A bank constructed the following ABS, High-grade CDO and Mezzanine ABS CDO. Complete the table provided below the security. (15 marks) High-grade ABS CDO- Lt AAAH 88% 5% ABS AH 2% AAA 81% BBB 25 AAP 11% Equity 1% Subprime mortgage AH 4% . 3% Equity 1% 5 ABS 5% Loss to Subprime mortgages AAA AA: A: BBB Equity 10% Loss to Subprime mortgages AAA A : Equity High-grade ABS CDO AAA: : A BBB Equity : : : Equity A bank constructed the following ABS, High-grade CDO and Mezzanine ABS CDO. Complete the table provided below the security. (15 marks) High-grade ABS CDO- Lt AAAH 88% 5% ABS AH 2% AAA 81% BBB 25 AAP 11% Equity 1% Subprime mortgage AH 4% . 3% Equity 1% 5 ABS 5% Loss to Subprime mortgages AAA AA: A: BBB Equity 10% Loss to Subprime mortgages AAA A : Equity High-grade ABS CDO AAA: : A BBB Equity : : : Equity