若buy correlation，课件知识点中variance swap头寸构成，存疑？

FRM二级中market risk  management章节，知识点tools to hedge correlation risk中方法三：若buy correlation，variance swap头寸构成，知识点是否存在错误？

1、知识点认为：pay fixed in variance swap on index and received fixed in variance swap on individual of the index

2、但是volatility of index 大于 volatility of individual stock，应该是long多short少，我认为若要buy correlation，头寸构成应该是receive fixed in variance swap on index and pay fixed in variance swap on individual of the index。

烦请老师解答。