您好，这道题目的逻辑我已理顺，best carry trade is long/short on the steepest curve and do the opposite on the flattest curve. 所以我们选择最陡峭的gbp 和 最平坦的 eur来做carry trade. 之后，3yr maturity 有最大的yield spread, 6mo maturity 有最小的yield spread.综上所述，最好的carry trade 就是： receive 3yr gbp fixed, pay 6mo gbp float. pay 3yr eur fixed, received 6mo eur float.
我想请问一下为什么答案b 是receive 3yr gbp fixed , pay 3yr gbo float and receive 3yr eur float and pay 3yr eur fixed. 难道不应该是3年和6个月的搭配吗？
谢谢
