要等几个月在官网上查结果的~~~请问一下今天考了什么题啊？谢谢你！

今天考了 整体来说还可以 但有一题怪怪的
题目大约是
You are given the following price and strike of put option on the same stock:
K=50,P=12
K=55,P=15
K=X,P=18
What is the possible value of X
a.56
b.57
c.59
d.61
e.63

我好像算到59

apply ASM 第2课的second derivative和first derivative
拿到两个inequality
最后会reject掉4个答案

（15-12）/5 <= (18-15)/(X-55)
X<=60

18-15<=X-55
X>=58

Hence, the possible ans is 59.
This is what i think la. Correct me if i'm wrong.

我也有拿到这题
用first and second derivative 就算到了

楼上的正解

Given Su=Su , Sd=S/u
Given interest rate = 5% .
Given true probability of up = 1.5 RN probability of up
Asking finding expected return of at-the-money call option .


我只是记得大概的题目
不知道有人拿到这题做到答案吗？