NO.PZ2023040501000097
问题如下：
Reddy is uncertain how risk-weighted assets are calculated and asks her co-worker David Dunsmuir. Dunsmuir explains as follows:
The assets are adjusted on the basis of their risks, with higher-risk assets receiving a higher weighting.
Cash is assigned a weight of zero, but some other assets could be assigned a weight greater than 100%.
Dunsmuir’s explanation of risk-weighted assets is best described as:
选项：
A.
correct.
B.
incorrect with respect to cash.
C.
incorrect with respect to some other assets.
解释：
A is correct. Dunsmuir’s explanation is correct. Cash is assigned a value of zero; as a result, no capital is required to fund it, whereas risky assets, such as high-volatility commercial real estate loans that are more than 90 days past due, have a weighting of greater than 100%.
B is incorrect because Dunsmuir’s statement is correct. Cash is assigned a value of zero; as a result, no capital is required to fund it.
C is incorrect because Dunsmuir’s statement is correct. High-volatility commercial real estate loans that are more than 90 days past due have a weighting of greater than 100%.
如题，C选项，什么情况下权重会大于1
