cfa一级的衍生品中有一道课后题很困惑，请教一下各位大神！题目问为什么derivatives pricing models use the risk-free rate to discount future cash flows  
A. these models are based on portfolios with certain payoffs
B. these models assume that derivatives investors are risk-neutral
C. these models assume that risk can be eliminated by diversification
答案给出A，但是我觉得B更准确一些。回头查了notes和课本，里面提到 “an investor who is risk neutral would not require risk premium, so the dicount rate is same as the risk free rate"，并且觉得衍生品的定价最重要的还是 无套利的假设，所以才会使用risk free rate。

请大家指点一下谢谢！