老师能帮忙解释下这题的答案吗？没看看太明白

问题如下：

Which of the strategies Thompson is asked to review is most likely to involve significant tail risk and potential capital requirements?

选项：

A.Strategy 1 B.Strategy 2 C.Strategy 3

解释：

A is incorrect. A long–short equity fund targeting an equity market beta of 0.2 is unlikely to require capital even in a tail risk event.

B is incorrect. A long-only option strategy may experience significant loss of value, but because it involves buying and then selling options, it does not involve the same tail risk as a short option strategy.

C is correct. An alternative income strategy focused on long credit positions combined with selling insurance and writing options to generate premium income would have greater-than-expected tail risk because of the writing of insurance and options. A significant unexpected outcome in these strategies could result in potential capital requirements.