NO.PZ2023091802000121
问题如下：
A 1-year forward contract on a stock with a forward price of USD 100
is available for USD 1.50. The table below lists the prices of some barrier
options on the same stock with a maturity of 1 year and strike of USD 100.
Assuming a continuously compounded risk-free rate of 5% per year what is the
price of a European put option on the stock with a strike of USD 100.
Option Price
Up-and-in barrier call, barrier USD 95 USD 5.21
Up-and-out barrier call, barrier USD 95 USD 1.40
Down-and-in barrier put, barrier USD 80 USD 3.5
选项：
A.
USD 2.00
B.USD 4.90
C.USD 5.11
D.USD 6.61
解释：
The sum of the price of up-and-in barrier call and up-and-out
barrier call is the price of an otherwise the same European call. The price of
the European call is therefore USD 5.21 + USD 1.40 = USD 6.61. The put-call
parity relation gives Call – put = Forward (with same strikes and maturities).
Thus 6.61 – put = 1.50. Thus put = 6.61 – 1.50 = 5.11
有远期合约的put call parity不应该是p+pv(f)=c+pv(x)吗，为什么这道题不需要考虑pv(x)？
