问题如下：
New copula correlation models were used by traders and risk managers during the 2007-2009 global financial crisis. This led to miscalculations in the underlying risk for structured products such as collateralized debt obligation (CDO) models. Which of the following statements least likely explains the failure of these new copula correlation models during the financial crisis?
选项：
A.The copula correlation models assumed a negative correlation between the equity and senior tranches of CDOs.
B.Correlations for equity tranches of CDOs increased during the financial crisis.
C.The correlation copula models were calibrated with data from time periods that had low risk.
D.Correlations for senior tranches of CDOs decreased during the financial crisis.
解释：
D is correct. During the crisis, the correlations for both the equity and senior tranches of CDOs significantly increased causing losses in value for both.
C错在哪呢
