这是原版书一道题，说的是the value of a European put option can be inversely related to the time to expiration.答案解释：inverse effect can prevail the longer the time to expiration, the higher the risk-free rate, the deeper in-the-money is the put. 这个解释视乎在说在European option的条件下，虽然现在是deep in-the-money,但是没到期你不能通过这个put option卖出，所以put value下降。问题是为什么risk-free rate越高，put option value越是in-the-money?
