问题如下：
Li is a financial consultant in a securities firm. He recommended the following long-short duration-neutral strategy to his client:
Long 1-year US government bond and short 5-year US government bond.
Short 10-year US government bond and long 30-year us government bond.
His client wants to know, under what conditions does this strategy earn the highest profit?
选项：
A.Parallel downward shift.
B.Decrease in curvature.
C.Increase in curvature.
解释：
C is correct.
考点：考察Condor策略
解析：在我们三级FI里面学到的有4个头寸的Long-short duration-neutral策略就是Condor策略。Li的建议的策略，是Short position在5年、10年期国债；Long position在1年期，和30年期国债。当中期利率相对于长短期利率上升时，该策略盈利。对应的就是收益率曲线的Curvature增加。
不好意思想请问为什么中期利率相对于长短期上升是increase in curvature？
