问题如下：
Given McLaughlin’s interest rate expectations over the next 12 months, one way that Donaldson and McLaughlin could alter convexity to enhance expected return would be to:
选项：
A.sell call options on bonds held in the portfolio.
B.buy call options on long-maturity government bond futures.
C.sell put options on bonds they would be willing to own in the portfolio.
解释：
B is correct.
McLaughlin expects interest rate volatility to be high and the yield curve to experience an increase in the butterfly spread, with the 30-year yield remaining unchanged. To increase the portfolio’s expected return, Donaldson and McLaughlin should buy call options on long-maturity government bond futures to increase convexity.
中期利率上涨，短期长期基本不变，不是应该less curvature吗
