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　　A Gaussian copula is constructed to estimate the joint default probability of two assets within a one-year time period. Which of the following statements regarding this type of copula is incorrect?
　　A. This copula requires that the respective cumulative default probabilities are mapped to a bivariate standard normal distribution.
　　B. This copula defines the relationship between the variables using a default correlation matrix,ρM.
　　C. The term N1-1(Q1 (t)) maps each individual cumulative default probability for asset i for time period t on a percentile-to-percentile basis.
　　D. This copula is a common approach used in finance to estimate joint default probabilities.
　　Answer:B
　　Because there are only two company, only a single correlation coefficient is required and not a correlation matrix,ρM.