NO.PZ2024042601000061
问题如下：
If a counterparty defaults before maturity, which of the following situations will cause a credit loss?
选项：
A.
You are short Euros in a one-year euro/USD forward FX contract, and the euro has appreciated.
B.
You are short Euros in a one-year euro/USD forward FX contract, and the euro has depreciated.
C.
You sold a one-year OTC euro call option, and the euro has appreciated.
D.
You sold a one-year OTC euro call option, and the euro has depreciated.
没有看到解析，感觉A才是对的呢，short euro然而euro升值就亏了啊
