问题如下：
McLaughlin and Michaela Donaldson, a junior analyst at Delphi, are now discussing how to reposition the portfolio in light of McLaughlin’s expectations about interest rates over the next 12 months. She expects interest rate volatility to be high and the yield curve to experience an increase in the 2s/10s/30s butterfly spread, with the 30-year yield remaining unchanged. Selected yields on the Treasury yield curve, and McLaughlin’s expected changes in yields over the next 12 months, are presented in Exhibit 1.
Donaldson suggests they also consider altering the portfolio’s convexity to enhance expected return given McLaughlin’s interest rate expectations.
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.
buy call options on long-maturity government bond futures.
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.
老师您好，对于这道题目的解题思路是这样的：
volatility增加，即是说应该buy convexity，buy convexity的方法有两种：①long option；②long putable bond。
还有一种是short callable，这种方法理论上虽然存在，但是何老师说实务中一般不会使用这种方法。
因此，我选择了A。
请问一下，是我的解题思路有误，还是知识点理解有误。麻烦告知，谢谢
