这个看楼下。。。帮顶了

看看

加油！！！

加油！！！

(B)
P=17 x EXP[-(0.055-0.02) x (1/2)] x [1 - N(b)] - 19 x [1 - N(a)]
N() ~ standard normal distn
a = { LN(19/17) + [ 0.055 - 0.02 + (50%)^2/2 ] x (1/2) } / { (50%)^2 x SQRT(1/2) }
b = a - (50%)^2 x SQRT(1/2)

a is d1, b is d2 in B-S formula.

If calculating C = 3.81, not sure if I got the right answer.