问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
请教老师： ASRF 应该是只 考虑单一风险，非 系统性风险（或每笔贷款的个体风险） 应该可以 被 分 散 掉，而 选 项B中说 资本要求只 依赖于“ the risk of that loan”,这种说法对吗？请指教，多谢。
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
