您好，这道题目的逻辑我已理顺，可对于答案b我还是有点疑问。
首先，the best carry trade is long/short on the steepest curve and do the opposite on the flattest curve. 所以我们选择 gbp & eur .
然后， 3yr maturity has the largest yield spread (0.55%) and 6mo maturity has the smallest yield spread (0.35%)
所以，the best trade is : receive 3yr gbp fixed, pay 6mo gbp float. pay 3yr eur fixed, receive 6mo eur float.
可是， 为什么答案b 说： receive 3yr gbp fixed, pay 3yr gbp float. pay 3yr eur fixed, receive 3yr eur float. 不应该是3年和6个月做组合吗？
谢谢解答
