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Which of the following statements regarding the difference between a balance sheet CDO and an arbitrage CDO is CORRECT? A. Residual interest is often sold to investors by the originator of a balance sheet CDO to reduce the structure’s credit risk. B. The typical asset structure of an arbitrage CDO is comprised of loans. C. Balance sheet CDOs have a moral hazard problem in self selecting assets for collateral. D. Both CDO structures imply primarily active investment management. |