黑色中性笔最保险。

http://www.cfainstitute.org/programs/cfaprogram/exams/Pages/policies.aspx

Answer Sheet/Exam Book Policy

It is your responsibility to complete the answer sheet and/or complete the essay book in accordance with the instructions. You must bring appropriate pens or pencils on exam day.  

For the multiple-choice or item-set questions, your score is determined solely by how your marks are read by the scanning equipment. Marks made by a pen or pencil, other than a No. 2 or HB pencil, or that do not completely fill the oval may not be read by the scanning equipment. For the essay portion of the exam, it is strongly recommended that you use a blue or black ink pen.

水笔，圆珠笔也是pen吧？

使用黑色的签字笔吧！！！买个质量好的，不漏油的！