Schweser Alternative Investment Question long, Investment, difference, investment

himanshumh

I am going over the alternative investment section in schweser and I came across a sentence where it seems to be a bit odd to me. I was wondering if someone might be able to help me out with this.
Book 4 Page 102 it says "A fund might go long a corporate bond and short a Treasury bond, thereby earning the difference in yields. However, these funds can suffer large losses if the yield on the risky bond rises while the yield on the Treasury falls."

I might just be a little confused but I don't see why the second sentence corresponds with the first.