题目说yield curve is upward-sloping，问哪个策略是最不有吸引力的。我是用排除法因为在利率上涨的情况下剩下两个选项肯定是对的，但我看答案分析B选项不理解：
The 30-year pay-fixed swap is a “short” duration position and also results in negative carry (that is, the fixed rate paid would exceed MRR received) in an upward-sloping yield curve environment; therefore, it is the least attractive static curve strategy.
在利率上涨的情况下，付固定收浮动不是很好吗？
我当时排除是因为他要30年期的IRS但觉得衍生品的年限要与portfolio的相同才好。
不理解，谢谢解答！
