想问一下D

NO.PZ2020033001000042 问题如下 ring the 2007-2009 globfinancicrisis, trars anrisk managers usecopula to mol correlations, but the mols anthe economy actually fferegreatly, whialso leto incorreestimates of structureprorisks , Whiof the following statements is the least likely to explain the failure of the copula mol ring the financicrisis? A.ring the financicrisis, correlations for senior tranches of Cs stays constant. B.The copula correlation mol wcalibrateusing ta from low-risk time perio.. C.ring the financicrisis, correlations for both equity anmezzanine tranches of Cs increase The copula correlation mol assumes ththe C equity tranche ansenior tranche are negatively correlate A is correct.考点copula function解析金融危机时，整个环境都在恶化，各个senior层内的违约情况也都在增高，senior层之间的correlation也在上升。 如题

NO.PZ2020033001000042问题如下 ring the 2007-2009 globfinancicrisis, trars anrisk managers usecopula to mol correlations, but the mols anthe economy actually fferegreatly, whialso leto incorreestimates of structureprorisks , Whiof the following statements is the least likely to explain the failure of the copula mol ring the financicrisis? A.ring the financicrisis, correlations for senior tranches of Cs stays constant.B.The copula correlation mol wcalibrateusing ta from low-risk time perio..C.ring the financicrisis, correlations for both equity anmezzanine tranches of Cs increaseThe copula correlation mol assumes ththe C equity tranche ansenior tranche are negatively correlate A is correct.考点copula function解析金融危机时，整个环境都在恶化，各个senior层内的违约情况也都在增高，senior层之间的correlation也在上升。 请问题目需要怎样解答，AC都不对，为什么只选A？

NO.PZ2020033001000042问题如下 ring the 2007-2009 globfinancicrisis, trars anrisk managers usecopula to mol correlations, but the mols anthe economy actually fferegreatly, whialso leto incorreestimates of structureprorisks , Whiof the following statements is the least likely to explain the failure of the copula mol ring the financicrisis? A.ring the financicrisis, correlations for senior tranches of Cs stays constant.B.The copula correlation mol wcalibrateusing ta from low-risk time perio..C.ring the financicrisis, correlations for both equity anmezzanine tranches of Cs increaseThe copula correlation mol assumes ththe C equity tranche ansenior tranche are negatively correlate A is correct.考点copula function解析金融危机时，整个环境都在恶化，各个senior层内的违约情况也都在增高，senior层之间的correlation也在上升。 问题是最不可能失败的，A说是correlation维持constant，而危机下是会变动的，那A不就是有问题，所以会导致失败吗？为什么还要选A呢

老师好，一共有三个问题 1、这道题的C的意思，是不是指的是在financicrisis时，equity tranch和mezzanine tranch各自内部的相关系数增加？而不是指equity tranch和mezzanine tranch两个层级之间的相关系数变大？ 2、另外，基础班讲义第102页和第104页标绿色的句子（下图），指的是equity tranch和mezzanine tranch两个层级之间的相关系数变小，而不是各自内部的相关系数变小？ 3、还有就是基础班讲义里面的这个2005年的危机案例是个特例，一般情况下，危机时，相关系数是变大的，但是这个案例是变小？