Select all the vertices and right-click on any of the vertices (it is important that you right-click on one of the vertices and NOT outside). In the sub-menu, click smooth to change the vertices' type from corner to smooth.
The line has been smmoth as well. Now leave the Vertex sub-object mode.
Now return to Create panel > Geometry. Click the arrow next to Standard Primitive category and choose Compound Objects from the drop-down list.
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