问一为什么不对谢谢题如下图：
选项：
A. 
B. 
C. 
解释：
吴昊_品职助教 · 2020年07月23日
同学你好：
构造Binomial interest rate tree 的 requirements有三个：
因此Statement1是缺条件的，仅仅凭借这两个条件不能create a binomial tree，因此Statement1不正确。
NO.PZ201712110200000205 问题如下 Whiof the various statements regarng binomiinterest rate trees is correct? A.Statement 1 B.Statement 2 C.Statement 3 B is correct.Two metho are commonly useto estimate potentiinterest rate volatility in a binomiinterest rate tree. The first methobases estimates on historicinterest rate volatility. The seconmethouses observemarket prices of interest rate rivatives.Statement 1 is incorrebecause there are three requirements to create a binomiinterest rate tree, not two. The thirrequirement is assumption regarng the interest rate mol. Statement 3 is incorrebecause the valuation of a bonusing spot rates anthe valuation of a bonfrom interest rate tree will the same regaress of the volatility assumption usein the mol. 二叉树有那么多利率跟确定的spot rate怎么做比较呢？
NO.PZ201712110200000205 问题如下 Whiof the various statements regarng binomiinterest rate trees is correct? A.Statement 1 B.Statement 2 C.Statement 3 B is correct.Two metho are commonly useto estimate potentiinterest rate volatility in a binomiinterest rate tree. The first methobases estimates on historicinterest rate volatility. The seconmethouses observemarket prices of interest rate rivatives.Statement 1 is incorrebecause there are three requirements to create a binomiinterest rate tree, not two. The thirrequirement is assumption regarng the interest rate mol. Statement 3 is incorrebecause the valuation of a bonusing spot rates anthe valuation of a bonfrom interest rate tree will the same regaress of the volatility assumption usein the mol. 1、Statement 3 is incorrebecause the valuation of a bonusing spot rates anthe valuation of a bonfrom interest rate tree will the same regaress of the volatility assumption usein the mol.为什么呢？2、利率模型只能是lognormal？正太分布行吗？
NO.PZ201712110200000205 老师好， 当时我认为statement3不对是我当时觉得那个volatility的变动幅度是会改变债券在t0时刻的价格的，只是多过还是少过就不确定了，而不是像题目说的多过，所以我没选statement3. 我之所以认为volatility的变动幅度是会改变债券在t0时刻的价格的，是因为我之前做过一道题，他说两个二叉树，A比B的volatility更大，那么A的forwarrate应该比B高一些，因为upper no对forwarrate的影响比Lower no的影响大。 接下来我又想，forwarrate其实相当于upper no和lower no的中值，所以forwarrate也变了，那么后续折现到t0时刻的债券价值也会变。而不是和解析说的那样。 请问老师我哪里想错了，请老师帮忙指正，谢谢。
请问A为什么不对，确认下构建利率二叉树需要几个条件？ 谢谢