當向下波動時,期權價值=0=HSd-B,Su=6.35*1.05=6.6675,Sd=6.35*0.95=6.0325
H=0.2675/(6.6675-6.0325)=0.4213,PV(B)=6.0325*0.4213/1.01=2.5163
C=6.35*0.4213-2.5163=0.159