看的是ASM的MANUAL，不记得有看到过securities price. 却在sample question 中看到题目。过程也看不懂。
请问哪里能找到相关的内容啊？

题目如下：

27. You are given the following information about a securities market:
(i) There are two nondividend-paying stocks, X and Y.
(ii) The current prices for X and Y are both $100.
(iii) The continuously compounded risk-free interest rate is 10%.
(iv) There are three possible outcomes for the prices of X and Y one year from
now:
Outcome   X     Y
1              $200 $0
2               $50  $0
3                 $0  $300
Let CX be the price of a European call option on X, and PY be the price of a
European put option on Y. Both options expire in one year and have a strike price
of $95.
Calculate PY  CX .

非常感谢@！