请问，这题我用之前相同数据算出来的call option=32.06， 用c+k=p+s这个公式，算出来p不等于0.15？
问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
NO.PZ2019070101000017 问题如下 Suses the two-periobinomimol to estimate the value of a two-ye European- style put option on Bet Company’s common shares. The inputs are follows.The current stopriis 96, anthe put option exercise priis 70.The up factor (u) is 1.20, anthe wn factor ( is 0.83.The risk-free rate of return is 4%. The value of the option is close to? A.$0.66. B.$1.97. C.$2.18. $0.98. A is correct.考点A Two-Step BinomiMol解析u=1.2，1/u=1/1.2=0.83p=(e0.04-0.83)/(1.2-0.83)=0.57$ 0=e-0.04(0*0.57+0*0.43)$ 1.60= e-0.04(0*0.57+3.87*0.43)$ 0.66= e-0.04(0*0.57+1.60*0.43) 这里不太明白
NO.PZ2019070101000017问题如下Suses the two-periobinomimol to estimate the value of a two-ye European- style put option on Bet Company’s common shares. The inputs are follows.The current stopriis 96, anthe put option exercise priis 70.The up factor (u) is 1.20, anthe wn factor ( is 0.83.The risk-free rate of return is 4%. The value of the option is close to? A.$0.66.B.$1.97.C.$2.18.$0.98.A is correct.考点A Two-Step BinomiMol解析u=1.2，1/u=1/1.2=0.83p=(e0.04-0.83)/(1.2-0.83)=0.57$ 0=e-0.04(0*0.57+0*0.43)$ 1.60= e-0.04(0*0.57+3.87*0.43)$ 0.66= e-0.04(0*0.57+1.60*0.43)这不是欧式期权吗？怎么答案按美式期权计算的
NO.PZ2019070101000017问题如下Suses the two-periobinomimol to estimate the value of a two-ye European- style put option on Bet Company’s common shares. The inputs are follows.The current stopriis 96, anthe put option exercise priis 70.The up factor (u) is 1.20, anthe wn factor ( is 0.83.The risk-free rate of return is 4%. The value of the option is close to? A.$0.66.B.$1.97.C.$2.18.$0.98.A is correct.考点A Two-Step BinomiMol解析u=1.2，1/u=1/1.2=0.83p=(e0.04-0.83)/(1.2-0.83)=0.57$ 0=e-0.04(0*0.57+0*0.43)$ 1.60= e-0.04(0*0.57+3.87*0.43)$ 0.66= e-0.04(0*0.57+1.60*0.43)请问解析中的1.6是怎么来的ya
你好，这个题答案是不是有问题？我算的是0.66？我看解析好像也不大对，还是我算的有问题呢？因为我算了3遍都是0.66
老师你好，这里的C2--应该是3.87，而不是0.83吧
