问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
老师好！
这题答案算出来三个债券对应的Profit分别为：
Bond A = - 0.976875 ;
Bond B = 0.043438；
Bond C = 0.18675；
这样看的确是选择Bond C及答案B是正确的，为什么看到提问里面老师解答答案选C？
请问这道题到底选哪个?谢谢
NO.PZ2016082402000060问题如下The yielcurve is upwarsloping. You have a short T-bonfutures position. The following bon are eligible for livery:The futures priis 103-17/32 anthe maturity te of the contrais September 1. The bon ptheir coupon semiannually on June 30 ancember 31. The cheapest to liver bonis:A.BonAB.BonCC.BonBInsufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. CT负数表示什么
NO.PZ2016082402000060问题如下 The yielcurve is upwarsloping. You have a short T-bonfutures position. The following bon are eligible for livery:The futures priis 103-17/32 anthe maturity te of the contrais September 1. The bon ptheir coupon semiannually on June 30 ancember 31. The cheapest to liver bonis:A.BonAB.BonCC.BonBInsufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. 想问一下这道题为啥和counpon没有关系，AI是啥
NO.PZ2016082402000060 问题如下 The yielcurve is upwarsloping. You have a short T-bonfutures position. The following bon are eligible for livery:The futures priis 103-17/32 anthe maturity te of the contrais September 1. The bon ptheir coupon semiannually on June 30 ancember 31. The cheapest to liver bonis: A.Bon B.Bon C.Bon Insufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. 这道题目是哪个知识点，在讲义哪里？
NO.PZ2016082402000060 BonC BonB Insufficient information ANSWER: B the complete metho minimize the cost [cost= Bonpri- Future price* conversion factor], anwe cfinchoiB(bonis the answer. 用spot price减去future price乘convensionfactors
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