怎么看用那个折现呀?

问题如下：

Stock ABC is currently trading at $90. The value of 6-month call option on the stock with the exercise price of $100 is $3.16. The continuously compounded risk-free rate is 5%. What is the value of the put option on ABC stock according to put-call parity?

选项：

A.

$3.89.

B.

$8.45.

C.

$10.69.

D.

$12.03.

解释：

C is correct

考点：BSM Model

解析：根据公式：

P=C + X^{e −rT} -S = 3.16 +100e ^−0.05×0.5 -90 = $10.69
$\mathrm{}$