NO.PZ2018062007000039
问题如下：
Which of statements about European put option is not correct?
选项：
A.The value of a European put option is postive correlated with risk-free interest rate.
B.The relationship between the time to expiration and the value of a European put option is not clear.
C.The value of a European put option is positive correlated with the volatility of the underlying.
解释：
A is correct.
The value of a European put option will decrease as the risk-free interest rate increases, so they are negative correlated.
中文解析：
欧式看跌期权与无风险利率的关系是负相关，negatively related。A错
欧式看跌期权的价值与到期时间的关系并不明确，一般认为是正相关的，但是当欧式看跌期权是深度价内期权时，这时候我们希望可以立刻行权，不希望继续等待，此时与到期时间的关系就是负相关的了。B对。
期权与波动率呈正相关。C对。
都没说underlying asset是啥，为什么Interest rate就和put option value负相关了？
