Credit Default Swaps - Question

CFA Level II Fixed Income
#1

Quest : It is most accurate to state that the upfront payment associated with a credit default swap (CDS) is:

  1. greater when the reference obligation is high-yield debt rather than investment-grade debt.

  2. sometimes made by the credit protection seller to the credit protection buyer.

  3. always zero due to the way CDS are priced at origination.

I know statement 2 is correct but wanted to know why statement 1 is wrong?
If the Ref Obligation is high yield, the credit spread would be greater than investment grade which would increase the upfront payment right?

Answer on the Kaplan test series says 1 is not true

#2

It depends on who pays to another.
when Credit Protection Seller pays to Protection Buyers, upfront payment=(standard rate-CDS spread)*duration， reference obligation is high-yield debt rather than investment-grade debt，and CDS spread increased while upfront payment is smaller.