Check all that is true about the SDA default model:

		If you know the beginning pool balance and assume a 200% SDA, you can figure out what the CDR is for each month
		SDA stands for Standard Default Assumption
		Under the 100% SDA assumption no one defaults when their mortgage is a few months away from being paid out
		SDA function for defaults takes the same shape as a PSA function for prepayments
		The SDA takes into account maturity of the mortgage
		If you know the beginning pool balance and assume a 200% SDA, you can figure out what the CDX is for each month

Please explain which are corrects and thank you!