Added test and comment

src/EditorFeatures/CSharp/SplitStringLiteral/SplitStringLiteralCommandHandler.cs

@@ -81,6 +81,9 @@ public bool ExecuteCommandWorker(ReturnKeyCommandArgs args)
             }
 
             // We now go through the verified string literals and split each of them.
+            // The list of spans is traversed in reverse order so we do not have to
+            // deal with updating later caret positions to account for the added space
+            // from splitting earlier caret positions.
             foreach (var span in spans.Reverse())
             {
                 if (!SplitString(textView, subjectBuffer, span.Start))

src/EditorFeatures/CSharpTest/SplitStringLiteral/SplitStringLiteralCommandHandlerTests.cs

@@ -801,6 +801,35 @@ void M()
             ""[||]the ti"" +
             ""[||]me"";
     }
+}");
+        }
+
+        [WorkItem(39040, "https://github.com/dotnet/roslyn/issues/39040")]
+        [WpfFact, Trait(Traits.Feature, Traits.Features.SplitStringLiteral)]
+        public void TestMultiCaretInterpolatedString()
+        {
+            TestHandled(
+@"class C
+{
+    string s = ""hello w[||]orld"";
+
+    void M()
+    {
+        var location = ""world"";
+        var s = $""H[||]ello {location}!"";
+    }
+}",
+@"class C
+{
+    string s = ""hello w"" +
+        ""[||]orld"";
+
+    void M()
+    {
+        var location = ""world"";
+        var s = $""H"" +
+            $""[||]ello {location}!"";
+    }
 }");
         }
     }