FRM二级模拟真题精选:Correct order of net exposure per counterparty

The exhibit below presents a summary of bilateral mark-to-market(MtM)trades for four counterparties.If netting agreements exist between all pairs of counterparties shown,what is the correct order of net exposure per counterparty,from lowest to highest?

FRM二级
 
a.A,C,B,D
 
b.B,D,C,B
 
c.C,A,D,B
 
d.D,A,B,C

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