问一道题：NO.PZ2016082405000078 [ FRM II ]

NO.PZ2016082405000078 Whiof the following statements regarng WWR anRWR is correct? A long put option is subjeto WWR if both risk exposure ancounterparty fault probability crease. A long call option experiences RWR if the interaction between risk exposure ancounterparty fault probability proces overall cline in counterparty risk. clining loccurrencrease the position gain in a foreign currentransaction, while increasing risk exposure of the counterparty. The 2007-2009 cret crisis provis example WWR from the perspective of a long who hsolcret fault swaps (Cs) protection against bonissuers' fault. B  A long call option experiences BWR if risk exposure ancounterparty fault probability results in creasecounterparty risk. A long put option is subjeto WWR if both risk exposure ancounterparty fault probability increase. clining loccurrencincrease the position gain in a foreign currentransaction, while increasing counterparty risk exposure. The 2007-2009 cret crisis provis example of WWR from the perspective of a long who hbought Cs protection against bonissuers’ fault. The 2007-2009 cret crisis provis example WWR from the perspective of a long who hsolcret fault swaps (Cs) protection against bonissuers' fault. 这里说的从多头角度来看是什么意思，意思是假设他是持有bon？然后再卖Cs？

NO.PZ2016082405000078 Whiof the following statements regarng WWR anRWR is correct? A long put option is subjeto WWR if both risk exposure ancounterparty fault probability crease. A long call option experiences RWR if the interaction between risk exposure ancounterparty fault probability proces overall cline in counterparty risk. clining loccurrencrease the position gain in a foreign currentransaction, while increasing risk exposure of the counterparty. The 2007-2009 cret crisis provis example WWR from the perspective of a long who hsolcret fault swaps (Cs) protection against bonissuers' fault. B  A long call option experiences BWR if risk exposure ancounterparty fault probability results in creasecounterparty risk. A long put option is subjeto WWR if both risk exposure ancounterparty fault probability increase. clining loccurrencincrease the position gain in a foreign currentransaction, while increasing counterparty risk exposure. The 2007-2009 cret crisis provis example of WWR from the perspective of a long who hbought Cs protection against bonissuers’ fault. 1.C中说的外币交易，其实我不太确定，因为外币交易包括两种，外币换本币和本币换外币都叫做外币交易，那么我们根本不能确定这个头寸谁赚谁亏啊？ 2.所以在读题的时候就觉得说的不清不楚的，这个就不知道对错了，这种情况怎么解决好呢

NO.PZ2016082405000078 A long call option experiences RWR if the interaction between risk exposure ancounterparty fault probability proces overall cline in counterparty risk. clining loccurrencrease the position gain in a foreign currentransaction, while increasing risk exposure of the counterparty. The 2007-2009 cret crisis provis example WWR from the perspective of a long who hsolcret fault swaps (Cs) protection against bonissuers' fault. B  A long call option experiences BWR if risk exposure ancounterparty fault probability results in creasecounterparty risk. A long put option is subjeto WWR if both risk exposure ancounterparty fault probability increase. clining loccurrencincrease the position gain in a foreign currentransaction, while increasing counterparty risk exposure. The 2007-2009 cret crisis provis example of WWR from the perspective of a long who hbought Cs protection against bonissuers’ fault. 我理解的WWR是exposure和P步（正相关），那么A的说法不正确吗？

NO.PZ2016082405000078 Whiof the following statements regarng WWR anRWR is correct? A long put option is subjeto WWR if both risk exposure ancounterparty fault probability crease. A long call option experiences RWR if the interaction between risk exposure ancounterparty fault probability proces overall cline in counterparty risk. clining loccurrencrease the position gain in a foreign currentransaction, while increasing risk exposure of the counterparty. The 2007-2009 cret crisis provis example WWR from the perspective of a long who hsolcret fault swaps (Cs) protection against bonissuers' fault. B  A long call option experiences BWR if risk exposure ancounterparty fault probability results in creasecounterparty risk. A long put option is subjeto WWR if both risk exposure ancounterparty fault probability increase. clining loccurrencincrease the position gain in a foreign currentransaction, while increasing counterparty risk exposure. The 2007-2009 cret crisis provis example of WWR from the perspective of a long who hbought Cs protection against bonissuers’ fault. 解析里面A的BWR是啥？是RWR吗？

Whiof the following statements regarng WWR anRWR is correct? A long put option is subjeto WWR if both risk exposure ancounterparty fault probability crease. A long call option experiences RWR if the interaction between risk exposure ancounterparty fault probability proces overall cline in counterparty risk. clining loccurrencrease the position gain in a foreign currentransaction, while increasing risk exposure of the counterparty. The 2007-2009 cret crisis provis example WWR from the perspective of a long who hsolcret fault swaps (Cs) protection against bonissuers' fault. B  A long call option experiences BWR if risk exposure ancounterparty fault probability results in creasecounterparty risk. A long put option is subjeto WWR if both risk exposure ancounterparty fault probability increase. clining loccurrencincrease the position gain in a foreign currentransaction, while increasing counterparty risk exposure. The 2007-2009 cret crisis provis example of WWR from the perspective of a long who hbought Cs protection against bonissuers’ fault. C错的地方其实是long menstic的一方亏钱，对手方面临的Cret Risk上升的意思吧？