求助一道有关convexity adjustment的题目

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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。。

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关键词：adjustment convexity Convex adjust Exit receive interest position without

futures rate need be corrected downward to forward rate; otherwise too high a fixed rate is implied. The arb would be closed by shorting ED futures and “rolling the thunder” until futures and forwards price consistently closer to maturity