title: pysftp connection change directory doesn't work
body: <p>I've tried the following three ways to change a directory and it never changes. has anyone else had this problem?</p>
  
  <pre><code>import pysftp
  cnopts = pysftp.CnOpts()
  cnopts.hostkeys = None
  host = 'server1.mydomain.com' # altered
  with pysftp.Connection(host=host, **get_credentials(), cnopts=cnopts) as connection:
  
      connection.execute('cd project')
      print(connection.execute('pwd'))      #---&gt; [b'/home/jm\n']
  
      connection.execute('cd /home/jm/project')
      print(connection.execute('pwd'))      #---&gt; [b'/home/jm\n']
  
      connection.cd('project')
      print(connection.execute('pwd'))      #---&gt; [b'/home/jm\n']
  
      with connection.cd('project'):
          print(connection.execute('pwd'))  #---&gt; [b'/home/jm\n']
  </code></pre>
  
  <p><code>'/home/jm/project/'</code> does exist by the way. I've also trid many other combinations that I didn't list here.</p>
  
  <p>It doesn't make any sense to me, can you help?</p>