NO.PZ2024021803000043
问题如下：
In a one-period binomial model, which option would have the highest payoff?选项：
A.A put option if the underlying increases in value. B.A put option if the underlying decreases in value. C.A call option if the underlying decreases in value.解释：
Within the context of a one-period binomial model, a put option's value increases as the underlying asset's price decreases, which would result in the largest payoff following a down move. 使用单期二项式模型，在标的资产价格下降的情况下，看跌期权的价值增加这道题的思路是什么，我开始想了一堆那些二叉树的公式，也不知道适用不适用，觉得AC都对，用P0,C0这些公式看。
后来用直觉想觉得B对。明明很简单的题目，做的还很蒙，麻烦老师理顺一下，谢谢
