CFAI Fixed income II, page 151 # 11 interest, instead, income, taking

RealEstate_CFA

Why is the answer C, instead of B????
If you’re taking on interest rate risk, how does it make sense that you’re forecasting a downward parallel shift, rather than an upward parallel shift, in the yield curve?

Muddahudda

Taking on interest rate risk means increasing duration. So then only reason why you would increase duration is when you expect a decrease in int rates.