能否详细解释一下 1/3是怎么来的，四个月，直接按一年算可以吗，谢谢

问题如下：

The current price of a non-dividend-paying stock is USD 29 and the price of a four-month call option on the stock with a strike price of USD 30 is USD 2. The risk-free rate is 4% per annum (annually compounded). What is the price of a four-month put option on the stock with a strike price of USD 30? Assume no arbitrage opportunities exist.

解释：

By put-call parity:

Put = Call + PV(K) - S,

the put price (USD) is thus given by:

$2+\frac{30}{1.04^{1/3}}-29=2.61$