能不能介绍下题目里提到的两种产品（答案里）问一道题：NO.PZ2016082405000088 [ FRM II ]

XYZ Hee Funwants to get exposure to a high-yielpool of commerciloans without actually investing in the loans. It wants a leverage ratio of7.5. If the hee funis willing to invest $35 million in this investment, whicret rivative is best for them anwhis their expectereturn given ththe referenasset earns LIBOR plus 285 basis points, the counterparty earns LIBOR plus 150 basis points, anthe requirecollaterearns 3.5%? Totreturn swwith a 13.63% return. Asset-backecret-linkenote with 11.34% return. Totreturn swwith 11.34% return. Asset-backecret-linkenote with a 13.63% return. The best cret rivative for this hee funis asset-backecret-linkenote. With leverage of7.5 aninvestment of $35 million, we know ththe notionvalue of the pool of commerciloans is $262.5 million. The hee funwill earn 3.5% on their $35 million in collateral. This translates into $1.225 million. They will also earn the 135 basis point spreon the entire $262.5 million. This translates into $3.54375 million. The hee funs percentage return is 13.63% [($1.225 million + $3.54375 million) / $35 million]). 这里的counterparty指的是帮Hee Fun杠杆的一方是么

为什么不选A