求解释。。。。。

NO.PZ2016082404000023 问题如下 Albert Henri is the fixeincome manager of a large Canapension fun The present value of the pension funs portfolio of assets is C4 billion while the expectepresent value of the funs liabilities is C5 billion. The respective mofierations are 8.254 an6.825 years. The funcurrently hactuarificit (assets liabilities) anAlbert must avoiwining this gap. There are currently two scenarios for the yielcurve: The first scenario is upwarshift of 25bp, with the seconscenario a wnwarshift of 25bp. The most liquiinterest rate futures contraha present value of C68,336 ana ration of 2.1468 years. Analyzing both scenarios separately, whshoulAlbert Henri to avoiwining the pension fungap? Choose the best option. First Scenario SeconScenario A. nothingBuy 7,559 contracts B. nothingSell 7,559 contracts. C.Buy 7,559 contracts nothing. nothing nothing. ANSWER: AWe first have to compute the llration of assets anliabilities, whigives, in millions,4,000×8.254=33,016 an 5,000×6.825=34,125, respectively. Because the of liabilities excee thof assets, a crease in rates will increase the liabilities more ththe assets, leang to a worsening ficit. Albert nee to buy interest rate futures offset. The number of contracts is （34,125-33,016）/(68,336×2.1468/1,000,000) =7,559. 还是不理解为什么是第二个scenario 能具体下么

NO.PZ2016082404000023 问题如下 Albert Henri is the fixeincome manager of a large Canapension fun The present value of the pension funs portfolio of assets is C4 billion while the expectepresent value of the funs liabilities is C5 billion. The respective mofierations are 8.254 an6.825 years. The funcurrently hactuarificit (assets liabilities) anAlbert must avoiwining this gap. There are currently two scenarios for the yielcurve: The first scenario is upwarshift of 25bp, with the seconscenario a wnwarshift of 25bp. The most liquiinterest rate futures contraha present value of C68,336 ana ration of 2.1468 years. Analyzing both scenarios separately, whshoulAlbert Henri to avoiwining the pension fungap? Choose the best option. First Scenario SeconScenario A. nothingBuy 7,559 contracts B. nothingSell 7,559 contracts. C.Buy 7,559 contracts nothing. nothing nothing. ANSWER: AWe first have to compute the llration of assets anliabilities, whigives, in millions,4,000×8.254=33,016 an 5,000×6.825=34,125, respectively. Because the of liabilities excee thof assets, a crease in rates will increase the liabilities more ththe assets, leang to a worsening ficit. Albert nee to buy interest rate futures offset. The number of contracts is （34,125-33,016）/(68,336×2.1468/1,000,000) =7,559. 为什么场景2是long？

NO.PZ2016082404000023问题如下Albert Henri is the fixeincome manager of a large Canapension fun The present value of the pension funs portfolio of assets is C4 billion while the expectepresent value of the funs liabilities is C5 billion. The respective mofierations are 8.254 an6.825 years. The funcurrently hactuarificit (assets liabilities) anAlbert must avoiwining this gap. There are currently two scenarios for the yielcurve: The first scenario is upwarshift of 25bp, with the seconscenario a wnwarshift of 25bp. The most liquiinterest rate futures contraha present value of C68,336 ana ration of 2.1468 years. Analyzing both scenarios separately, whshoulAlbert Henri to avoiwining the pension fungap? Choose the best option.First Scenario SeconScenarioA. nothingBuy 7,559 contractsB. nothingSell 7,559 contracts.C.Buy 7,559 contracts nothing. nothing nothing.ANSWER: AWe first have to compute the llration of assets anliabilities, whigives, in millions,4,000×8.254=33,016 an 5,000×6.825=34,125, respectively. Because the of liabilities excee thof assets, a crease in rates will increase the liabilities more ththe assets, leang to a worsening ficit. Albert nee to buy interest rate futures offset. The number of contracts is （34,125-33,016）/(68,336×2.1468/1,000,000) =7,559.老师您好 这种题干特别长的题目一看就会有畏难心理，而且读了几遍也没太懂要怎么解，这种题有没有什么方法或者角度能进行求解

NO.PZ2016082404000023 你好 场景2的意思是利率下降吗，如果是的话，不应该short contract来对冲吗