如何看出是连续复利用e做？

问题如下：

The current price of a stock is $25, an european put option on the stock has a strike price of $27 and an expiration of 9 months is priced $3, the risk-free rate is 4%,the value of the corresponding call option is close to?

选项：

A.

$0.3.

B.

$2.1.

C.

$1.8.

D.

$2.

解释：

C is correct.

考点： Put-Call Parity.

$C=P+S-Xe^{-r\times t}=3+25-27\times e^{-4\%\times0.75}=1.79$