NO.PZ2016031202000011
问题如下：
The price of a forward contract on an asset with no benefits and costs would be :
选项：
A.the expected spot price at expiration.
B.the spot price compounded at the risk-free rate over the life of the contract.
C.the spot price compounded at the risk-free rate plus risk premium over the life of the contract.
解释：
B is correct. The forward price is based on arbitrage, which is the spot price compounded at the risk-free rate over the life of the contract.
中文解析：
FP=S0*（1+rf）T 这个公式和B选项的文字描述一样。
B选项说the spot price compounded at risk free rate 也就是S0在合约期间以无风险利率复利，结果就是S0*（1+rf）T 。
请问老师C选项说的是什么？它本身的描述是对的吗是别的知识点吗？还是凑选项的描述有错的。我乍一看选了C。
