问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
请问答案中没有考虑到Accrued Interest，而作为short方，需要从现货市场上买入时的价格是包括的。我按照考虑利息的方式，答案也是B，但答题思路哪个是对的呢？
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
NO.PZ2016082402000060 不能直接用BonPrice/CF的方法求CT例如在No.PZ2019052801000044 中，用该方法j计算出来的结果是第三个Bon最小，实际上是第1个成本最小；
