问题如下：
For a 1-year call option, an analyst has calculated that N(d1) = 0.38 from the BSM model. He wants to evaluate if the stock price decrease by $1, which of the following is the change of call option price and put option price?
选项：
Call option
Put option
A. $0.38 $0.62
B. -$0.38 -$0.62
C. $0.38 -$0.62
D. -$0.38 $0.62
解释：
D is correct
考点：Delta Hedge-Calculation
解析：如果ΔS=-$1.00, ΔC ≈ 0.38× (-1.00)=-$0.38 ,
ΔP ≈ (0.38-1) ×(-1.00)=$0.62 .
正确答案应该就是D。另外Put Option的正负号显示串行了。