问题如下图：
选项：
A. 
B. 
C. 
关于选项A,讲义上的assumption没有提到not generate cash flow,只是说continuous compounded yield constant就行了，原版书也说“If the underlying instrument pays a yield, it is expressed as a continuous known and constant yield at an annualized rate“，也就是说可以generate cash flow，只要constant就行了。
所以这道题选项A到底对不对呢？
