请问mezzanine层为什么是上升的?

问题如下：

In May of 2005, General Motors and Ford was downgraded to junk status, the correlations of the assets in the CDO decreased. How the price of the assets change?

选项：

A.The price of mezzanine tranche increased but the price of equity tranche decreased.

B.The price of mezzanine tranche decreased but the price of equity tranche increased.

C.The price of both mezzanine tranche and equity tranche increased.

D.The price of both mezzanine tranche and equity tranche decreased.

解释：

A downgrade to junk status typically leads to a sharp bond price decline. When the correlations of the assets in the CDO decreased, the performance of equity tranche was worse than economic prosperity period.