My Question is the yield on MBS is lower than Treasury bonds, isn't it buy low and sell high? which is choose to buy MBS and sell Treasury bonds

If the yield on mortgage-backed securities was abnormally low compared to Treasury bonds, a hedge fund pursuing a relative value strategy would ______.

A.	short sell the Treasury and short sell the mortgage-backed securities

B.	short sell the Treasury and buy the mortgage-backed securities

C.	buy the Treasury and buy the mortgage-backed securities

D.	buy the Treasury and short sell the mortgage-backed securities

E.	C only since short sales are prohibited