麻烦解释一下选项B

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. Cret SpreaRolling wn策略的前提是Static Cret SpreCurve，也就是说因为当前市场信用不变，投资长久期的债券可以增加风险，可以增加收益。但是从这个图像上来看，随着时间的慢慢到期，债券的信用风险是在减小的，这个是单纯因为Tenor缩短而造成的信用风险下降吗？而正是因为我买的是低等级债券，低等级债券随着到期日的临近，为Tenor缩短而造成的信用风险下降越明显？

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. 为什么是要限定ring cret curve

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. 发亮老师，A答案“Returns from a cret curve roll-wn strategy cestimatecombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time.”其中说incrementcoupon...这个没有错误吗？因为rollwn并非coupon？另外后半句说因为时间的推移感觉是不是也能说得通，因为cretcurve 横坐标也是t，确实也是因为随着时间推移cret sprea降（因为短期的cret sprea低）

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. A怎么错的，麻烦具体讲一下

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. 我理解roll wn the yielcurve strategy需要两个条件（1）stable curve，（2）upwarsloping。但C只提了upwarsloping，为什么正确呀？谢谢老师