wrong way risk: a hedge fund manges a protofolio

wrong way risk: a hedge fund manges a protofolio of equity options,among them are options written by a financial insititution on its own stock,assuming the financial institution could write one of the following options which option would give the highest wrong-way risk? A in-the-money call option B in-the-money put option C out-of-the-money call option D out of the money put option 正确答案为D，请问原因是什么