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Reading 39原版书第六题，Troubadur takes a short position in the TSI equity forward. His supervisor asks, under which scenario would our position experience a loss? 答案是an increase in the risk free rate。请问为什么不是decrease in the market price of the forward contract? V(short)=FP/(1+rf)^T-St, FP变小，V short也变小？
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