Hello everybody,
I love the feature that the audio is played when I am correct in the reviews.
Is there a plugin which plays the audio if I am wrong as well? 
I believe [Unsupported] [Userscript] WaniKani Review Audio Tweak (reupload/fixed) is what you need. There’s a variable at the top of the script that you can set to true. That should do what you want (but I have that set to false so I can’t confirm).
Thank you, this worked without any troubles 