NO.PZ2020021203000067
问题如下：
Does it become more likely that a put option will be exercised before maturity when (a) the interest rate increases and (b) the stock price increases?
选项：
解释：
(a) When interest rates increase, the put option will be more likely to be exercised before maturity because the value of investing the profit at the risk-free rate after selling the stock at the strike price is increased. (b) When the stock price increases, the put option will be less likely to be exercised because the payoff from doing so will be smaller.
根据李老师上课说的哪个FP=S0*（1+rf）^T的公式，一旦rf或者S0上涨，FP最终都会上升，但是
这里rf上升，提前行权——可以理解
S0上升，难道不应该也是提前行权？——答案说不会提前行权，不能理解
多谢指教~~
