能否画个图

问题如下：

The valuation inputs used by Lee to price a call reflecting Solomon’s interest rate views should include an underlying FRA rate of:

选项：

0.60% with six months to expiration.

0.75% with nine months to expiration.

0.75% with six months to expiration.

解释：

C is correct.

Solomon’s forecast is for the three-month Libor to exceed 0.85% in six months. The correct option valuation inputs use the six-month FRA rate as the underlying, which currently has a rate of 0.75%.

中文解析：

该利率期权的标的注意是FRA即0.75%。根据题干信息可知，这是一个6×9的FRA，因此FRA是在6个月的时候到期，FRA结束后开始的loan是在9个月到期，因此本题选C。