请问老师此题中的0.5671是哪里得到的？

问题如下：

With respect to his assessment of replicating the option payoff, Szillat is least likely correct about:

选项：

A.lending EUR356.79. B.using the one-year interest rate. C.purchasing 0.5697 index units.

解释：

Szillat is incorrect in his method of replicating the call option. It can be replicated by purchasing the amount of the underlying shares designated by the hedge ratio and then borrowing (not lending) an amount equal to the present value of (hedge ratio × S– + C–) or (1/1.03) × [(0.5671 × 648) + 0] = 356.79.

关于复制call option，它可以通过借钱（borrow）购买标的资产来复制，但是选项A是lending，所以是错误的。