问题如下图：
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NO.PZ2020021205000055问题如下A stopriis currently 40.It is known thit will 42 or 38 the enof a month.The risk-free rate is 4% per annum with continuous compounng. there is a one-month call option with a strike priof 39,whposition shoultaken in the stoto hee a short position in the option?The position is long 0.75 of a share. This is because a portfolio of 0.75 shares anshort one option is worth 28.5 for both outcomes.我计算c1+。为负三 C1- is 1
short one option is worth 28.5 for both outcomes，这个是啥意思，怎么算出来的？
