问题如下：
Based on Exhibit 1 and Abram’s expectation for the yield curve over the next 12 months, the strategy most likely to improve the Fund’s return relative to the benchmark is to:
选项：
A.buy and hold.
B.increase convexity.
C.ride the yield curve.
解释：
C is correct.
Since Abram expects the curve to remain stable, the yield curve is upward sloping and the Fund’s duration is neutral to its benchmark. Her best strategy is to ride the yield curve and enhance return by capturing price appreciation as the bonds shorten in maturity.
A选项可以么？
