If an interest rate swap is priced off the Eurodollar futures strip without correcting the rates for convexity,the resulting arbitrage can be exploited by a:
A:receive fixed swap+short Eurodollar futures position
B:pay fixed swap+short Eurodollar futures position
C:receive fixed swap+long Eurodollar futures position
D:pay fixed swap+long Eurodollar futures position
答案是A，请问是为什么？题目的答案解释的不清楚，谁能详细解释一下？谢谢。。