b选项错哪了？

NO.PZ2024050101000113 问题如下 A junior risk analyst a consulting firm is reviewing theoperationarrangements of bilaternetting ancentrclearing ofrivative tras. The analyst examines the following bilatertras of threefirms: • Firm 1’s exposure to Firm 2:AU90 million• Firm 2’s exposure to Firm 1:AU60 million• Firm 1’s exposure to Firm 3:AU12 million• Firm 3’s exposure to Firm 1:AU70 million• Firm 2’s exposure to Firm 3:AU57 million• Firm 3’s exposure to Firm 2:AU0 millionWhiof thefollowing statements is correct? A.Unr bilaternetting, Firm1’s net exposure is AU28 million. B.Unr bilaternetting, Firm2’s net exposure is AU27 million. C.EUR 8 million. Unr centrclearing, theCCP’s net exposure is AU28 million. iscorrect. The CCP’s net exposure is AU28 million unr centrclearing. Weexpress the positions – through the process of novation annetting – anresent the results shown both in the table anthe explanations below (notetha negative net exposure means a zero exposure) NO.PZ2024050101000113问题如下A junior risk analyst a consulting firm is reviewing the operationarrangements of bilaternetting ancentrclearing of rivative tras. The analyst examines the following bilatertras of three firms:• Firm 1’s exposure to Firm 2: AU90 million• Firm 2’s exposure to Firm 1: AU60 million• Firm 1’s exposure to Firm 3: AU12 million• Firm 3’s exposure to Firm 1: AU70 million• Firm 2’s exposure to Firm 3: AU57 million• Firm 3’s exposure to Firm 2: AU0 millionWhiof the following statements is correct?A.Unr bilaternetting, Firm 1’s net exposure is AU28 million.B.Unr bilaternetting, Firm 2’s net exposure is AU27 million.C.EUR 8 million.Unr centrclearing, the CCP’s net exposure is AU28 million.is correct. The CCP’s net exposure is AU28 million unr centrclearing. We express the positions – through the process of novation annetting – anpresent the results shown both in the table anthe explanations below (note tha negative net exposure means a zero exposure)