NO.PZ2023040401000048
问题如下：
Which of the following statements best describes changes in the value of a long forward position during its life?
选项：
A.As interest rates go down, the value of the position goes up.
As the price of the underlying goes up, the value of the position goes up.
As the time to maturity goes down, the value of the position goes up
解释：
Given the formula for the value of a forward contract:
Vt(T)=
St - F0(T) (1+r)-(T-t)
it follows that the value of the contract goes up as the price of the underlying goes up.
老师好 ， 我可以从公式上做对这道题，但是逻辑上不太理解。long forward 相当于发债买spot持有到期， 如果利率下降，对债券价格有影响，所以造成forward value改变吗？
