问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
不太理解D选项的这个产品为啥是 whole notional at risk 可以解释一下这个产品吗？
NO.PZ2016082406000051 Whione of the following als woulhave the greatest cret exposure for a $1,000,000 size (assume the counterparty in eais AAA-ratebank anhno settlement risk)? Pfixein Australill(AU interest rate swfor one year. Sell USagainst AUin a one-yeforwarforeign exchange contract. Sell a one-yeAUcap. Purchase a one-yecertificate of posit (C. ANSWER: The hthe whole notionrisk. Otherwise, the next greatest exposures are for the forwarcurrencontraanthe interest rate swap. The short cposition hno exposure if the premium hbeen collecte Note ththe question eliminates settlement risk for the forwarcontract. settlement risk是什么，为什么假设了没有settlement risk，是会有满的敞口
Whione of the following als woulhave the greatest cret exposure for a $1,000,000 size (assume the counterparty in eais AAA-ratebank anhno settlement risk)? Pfixein Australill(AU interest rate swfor one year. Sell USagainst AUin a one-yeforwarforeign exchange contract. Sell a one-yeAUcap. Purchase a one-yecertificate of posit (C. ANSWER: The hthe whole notionrisk. Otherwise, the next greatest exposures are for the forwarcurrencontraanthe interest rate swap. The short cposition hno exposure if the premium hbeen collecte Note ththe question eliminates settlement risk for the forwarcontract. 老师，还是不要太明白为什么不是b？
对B有疑问老师，讲义270页有一句话The long-tenature anexchange of notionin cross-currenswaps anforeign exchange forwar means they carry a lot of counter-party risk.这是说forwarforeign exchange也交换全部本金的吧？
那AB的敞口不是whole nominprincipal？为何
