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Suppose that the principal assigned to the senior, mezzanine, and equity tranches for the ABSs and ABS CDO in Figure 6.4 is 70%, 20%, and
- Suppose that the principal assigned to the senior, mezzanine, and equity tranches for the ABSs and ABS CDO in Figure 6.4 is 70%, 20%, and 10% instead of 75%, 20% and 5%. How are the results in Table 6.1 affected? Please Do NOT post excel sheet screenshots.
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