NO.PZ2021061002000036
问题如下：
Pricing derivatives：
选项：
A.Based
on the assumption that investors are risk averse.
The risk premium on the
asset needs to be taken into account
Based
on the assumption that there is no arbitrage opportunity in the market.
解释：
C is correct.
投资者的风险厌恶程度与资产定价有关，与衍生品定价无关，A错。
几乎所有的衍生品定价模型都以无风险利率贴现衍生品的预期收益,不需要考虑风险溢价，B错。
C对，衍生品的定价是基于市场没有套利机会的假设。
谢谢
