老师您好，我有关于fixed income两个问题想跟您请教一下：
问题一：investor expected steepening of the current upward-sloping yield curve, 下面哪一种策略可以获得gain？
A. sell a 30-year receiver swaption and a 2-year bond put option.
B. purchase a 30-year payer swaption and a 2-year bond call option.
老师针对这个题目我主要是不太能从两个选项的2-year option分析哪个是对的，麻烦您针对这个问题解答一下。
问题二：a investor is evaluating the relative performance of an IG corporate bond verse a HY corporate debt allocation in a fixed-income portfolio.以下哪一个选项会降低the future value of HY portfolio relative to the IG holdings?
选项steepening of the benchmark yield volatility curve,这个选项为什么是错的？如何理解？麻烦老师解答一下，谢谢！
