问题如下：
Which of the following statements about the
liquidity in crisis situations is NOT correct?
选项：
A. When crisis happens, the market liquidity
could dry up.
B. In the crisis situation, the
orders cannot be executed, to make the market the dealer would decrease the
bid-ask spread.
C. In the crisis situation, the
sell orders can overwhelm the market.
D. If the margin or collateral requirement is m and
the maximum loss for the position is L(Max), the worst-case cash outflow is: m × L（Max）
解释：
考点：对Liquidity in Crisis Situations的理解
答案：B选项描述错误，本题选B
解析：
B选项错误，在危机情景下，Dealer做市要承担更大的风险，因此Bid–ask spread rises dramatically.
老师能解释一下选项D么？
