有关期货从业考试中的一个计算，谢谢

用bionomial tree 去算，你没有variance，不可以用b-s模型，the price of three months =(44,36) strike price =42,so C(up)=2,c(d)=0, discount rate of 3 months=1/1.02 h ratio=(2-0)/(44-36)=0.25, o.25x40-(ca