单项选择题
A.预期损失 B.非预期损失 C.灾难性损失 D.系统性损失
A.$80M.信用违约头寸的收益为O,因为它已经处于期权虚值状态 B.$80M.信用违约头寸的收益为$20M C.$80M.信用违约头寸的收益为$80M D.$80M.信用违约头寸的收益为$100M