NO.PZ2016082406000075
问题如下：
In a synthetic CDO,
选项： The
SPV gains credit exposure by buying securities.
The SPV gains credit exposure by selling credit default swaps.
C.The SPV gains credit exposure by buying credit default swaps.
D.The SPV gains credit exposure by selling risk-free bonds.
解释：
ANSWER: B
The SPV can either buy credit-sensitive bonds or sell default swaps.
A不对，是因为买的是高质量的security，是没有信用风险的，所以没有敞口是这个意思吗
