Exercise 6. Solve the system of three equations CA + CB = 2c (CA+1)+ R (CB +1) = c+1 r+p 1-p2 for the unknowns CA, CB, and R. Is the solution different that before? Exercise 7. Find the coupons and the recovery rates of Tranche A and Tranche B if the two underlying bonds have recovery rate R > 0. Assume that in the case of two default the recovery rate of both tranches is also R. Exercise 6. Solve the system of three equations CA + CB = 2c (CA+1)+ R (CB +1) = c+1 r+p 1-p2 for the unknowns CA, CB, and R. Is the solution different that before? Exercise 7. Find the coupons and the recovery rates of Tranche A and Tranche B if the two underlying bonds have recovery rate R > 0. Assume that in the case of two default the recovery rate of both tranches is also R