NO.PZ2020021205000057
问题如下：
A stock price is currently 50. Its volatility is 20% per annum. The risk-free rate is 4% per annum with continuous compounding. Use a two-step tree to determine the value of a six-month European put option on the stock with a strike price of 48. Check that put-call parity holds.
解释：
As the following tree shows, the value of the put option is 1.561. Put-call parity holds because:
老师好，我哪里做错了呢？
