问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
可以请老师稍微解释一下选项B吗？看了解释也不是很懂
NO.PZ2016072602000053 The Basel II risk weight function for the internratings-base(IRapproais baseon the asymptotic single risk factor (ASRF) mol, unr whithe system-wi risks thaffeall obligors are molewith only one systematic risk factor. The major reason for using the ASRF is: The mol shoulnot penon the granularity of the portfolio. The mol shoulportfolio invariant so ththe capitrequirefor any given lopen only on the risk of thloanes not penon the portfolio it is aeto. The mol shoulnot portfolio invariant anthe capitrequirefor any given loshoulnot penon the risk of other loans. The mol correspon to the one-yeVa 99.9% confinlevel. B is correct. Because the capitcharges for invicrets are aetogether, it must invariant to the rest of the portfolio. The mol also assumes infinite granularity. 老师，能麻烦讲一下b\c吗？
NO.PZ2016072602000053 The Basel II risk weight function for the internratings-base(IRapproais baseon the asymptotic single risk factor (ASRF) mol, unr whithe system-wi risks thaffeall obligors are molewith only one systematic risk factor. The major reason for using the ASRF is: The mol shoulnot penon the granularity of the portfolio. The mol shoulportfolio invariant so ththe capitrequirefor any given lopen only on the risk of thloanes not penon the portfolio it is aeto. The mol shoulnot portfolio invariant anthe capitrequirefor any given loshoulnot penon the risk of other loans. The mol correspon to the one-yeVa 99.9% confinlevel. B is correct. Because the capitcharges for invicrets are aetogether, it must invariant to the rest of the portfolio. The mol also assumes infinite granularity. 什么是错的
The mol shoulportfolio invariant so ththe capitrequirefor any given lopen only on the risk of thloanes not penon the portfolio it is aeto. The mol shoulnot portfolio invariant anthe capitrequirefor any given loshoulnot penon the risk of other loans. The mol correspon to the one-yeVa 99.9% confinlevel. B is correct. Because the capitcharges for invicrets are aetogether, it must invariant to the rest of the portfolio. The mol also assumes infinite granularity. 请问一下C，和B的区别
The Basel II risk weight function for the internratings-base(IRapproais baseon the asymptotic single risk factor (ASRF) mol, unr whithe system-wi risks thaffeall obligors are molewith only one systematic risk factor. The major reason for using the ASRF is: The mol shoulnot penon the granularity of the portfolio. The mol shoulportfolio invariant so ththe capitrequirefor any given lopen only on the risk of thloanes not penon the portfolio it is aeto. The mol shoulnot portfolio invariant anthe capitrequirefor any given loshoulnot penon the risk of other loans. The mol correspon to the one-yeVa 99.9% confinlevel. B is correct. Because the capitcharges for invicrets are aetogether, it must invariant to the rest of the portfolio. The mol also assumes infinite granularity. 请问，解析里，The mol also assumes infinite granularity.怎么理解
我觉得这道题没有好～有没有周全的分析啊
