对于选择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 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，这个不是与 知识框架图中矛盾吗，请问如何理解

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。 相当于正常情况下，equity和优先级是负相关的？这里的负相关是指什吗？我理解是正相关，只是相关性不那么强而已，所以可以用long short策略