问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
老师好，请问 如果I 改成 Buying a put option ”on loan to City Bank“, 是不就一种降低credit exposure 的方法了？
NO.PZ2016082406000043 CapitBank is concerneabout its counterparty cret exposure to City Bank. Whiof the following tras CapitBank woulincrease its cret exposure to City Bank? I. Buying a put option from City Bank II. Selling a call option to City Bank III. Selling a forwarcontrato City Bank IV. Buying a seconry logranteto Sunny Infrom City Bank I anII only I anIII only II anIII only I, III, anIV only ANSWER: B Buying option or entering a forwarcontracreates cret exposure because both contracts coulmove in-the-money. Selling option, in contrast, es not create exposure. Buying a locreates exposure to Sunny, not City Bank. 是否可以把Buying a loan可以理解为，接手别的银行放的一笔贷款，你成为放款方。
还是不理解IV
这个题目问的是CAPITBANK的什么行为会增加CITY BANK的xiny信用风险吧？那么B sell a call to city bank，那么对于city bank来说就是 long call，long call不就是会增加xin信用风险么？
能否再仔细一下
