CFA3级经典题通关课资料第26页3.2题的答案：
"The change in the price of put options will be greater for an instantaneous decrease in the price of the underlying equity than for an instantaneous increase in the price of the underlying equity of equal size."
Q1:为啥必须是instantaneous change in the underlying equity price？
Q2:感觉与答案下一段话相冲突“For put options, the delta will underestimate the price effect of decreases in the underlying equity and will overestimate the price effect of increases in the underlying equity”。我的理解既然put option的delta会underestimate the price decrease effect of underlying equity，那怎么会equity的
instantaneous price decrease导致的option price change还要大些呢？
Q3：以上答案对于Call option是什么样的？
