问题如下图：
选项：
A. 
B. 
C. 
可以用Po=Co—So+X/Erfc 這條公式計算一下嗎？我先算出Co再代入公式，答案差好遠
解释：
NO.PZ2019010402000025 问题如下 Stoof Ais currently trang $48.6. Suppose thvolatility is 30% anthe continuously compounrisk-free rate is 0.3%. Assume X=45, T=0.25, N() =0.6352 anN()=0.5486. Baseon the BSM mol, the value of put option is: $3.586 $6.202 $2.568 C is correct.考点用BSM模型估值解析公式BSM priof a put option is p = e–rt XN(–) – SN(–).其中N(–) = 1 – N() = 1 – 0.6352 , anN(–) = 1 – N() = 1 – 0.5486.Put option = 45e−0.003×0.25 (1 – 0.5486) - 48.6(1 – 0.6352) = $2.568 如题
NO.PZ2019010402000025 问题如下 Stoof Ais currently trang $48.6. Suppose thvolatility is 30% anthe continuously compounrisk-free rate is 0.3%. Assume X=45, T=0.25, N() =0.6352 anN()=0.5486. Baseon the BSM mol, the value of put option is: $3.586 $6.202 $2.568 C is correct.考点用BSM模型估值解析公式BSM priof a put option is p = e–rt XN(–) – SN(–).其中N(–) = 1 – N() = 1 – 0.6352 , anN(–) = 1 – N() = 1 – 0.5486.Put option = 45e−0.003×0.25 (1 – 0.5486) - 48.6(1 – 0.6352) = $2.568 如题
NO.PZ2019010402000025 问题如下 Stoof Ais currently trang $48.6. Suppose thvolatility is 30% anthe continuously compounrisk-free rate is 0.3%. Assume X=45, T=0.25, N() =0.6352 anN()=0.5486. Baseon the BSM mol, the value of put option is: $3.586 $6.202 $2.568 C is correct.考点用BSM模型估值解析公式BSM priof a put option is p = e–rt XN(–) – SN(–).其中N(–) = 1 – N() = 1 – 0.6352 , anN(–) = 1 – N() = 1 – 0.5486.Put option = 45e−0.003×0.25 (1 – 0.5486) - 48.6(1 – 0.6352) = $2.568 老师，不懂哎，根据公式put option value= -6.2022，为什么能算出C呀
