这道题有对应的讲解视频吗？

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. C同样没有说到stable yielcurve的前提，为什么是对的呢？

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. 为什么B错了？难道rollwn strategy就直接暗含了cret curve向上倾斜的假设吗？所以提及rollwn strategy的时候，cret curve不变并且向上倾斜到底是不是本身就暗含的前提假设？

NO.PZ2021120102000028问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time.B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity.C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. A为什么错了？是因为rolwn return不包含coupon income 吗

NO.PZ2021120102000028 问题如下 Whiof the following statements best scribes a cret curveroll-wn strategy? A.Returns from a cret curve roll-wn strategy cestimatebycombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time. B.A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity. C.A cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping. C is correct. A cret curve roll-wn strategy willgenerate positive return only unr upwarsloping cret sprecurve. for thebenchmark yielchanges must separatefromchanges e to cret sprea, anunr asynthetic cret roll-wn strategy involves selling protection using asingle-name C contrafor a longer maturity. No.PZ2021120102000028 (选择题)来源: 原版书Whiof the following statements best scribes a cret curve roll-wn strategy?您的回答正确答案是: C AReturns from a cret curve roll-wn strategy cestimatecombining the incrementcoupon from a longer maturity corporate bonwith priappreciation e to the passage of time.B不正确A synthetic cret curve roll-wn strategy involves purchasing protection using a single-name C contrafor a longer maturity.cret curve roll-wn strategy is expecteto generate a positive return if the cret sprecurve is upwarsloping.roll wn策略是什么是p1-p0/p0吗还是说这个是roll wn return如果是p1-p0/p0的话 我的理解收益率曲线upwarsloping.应该 p1小于p0 这样就应该是负的return