已知某股票当前的股价为62元，看涨期权执行价格为70元，距离到期口的时间为4周，股价的方差为0.35，无风险年利率为5%，假设该期权为欧式期权。

要求：

（1）利用布莱克—斯科尔斯期权定价模型为该看涨期权定价。

（2）在套利驱动的均衡状态下，确定与该看涨期权具有相同执行价格和到期日的看跌期权的价格。

先阅读短文，然后根据短文内容及所给首字母提示在短文空白处填入最恰当的词（注意词形变化），使短文完整、通顺。将填入空白处的答案写在答题卡上的相应题号后。

Nowadays, more and more flyovers can be seen in many parts of big cities, especially in the places where traffic is very h 小题1: and crossing the road is not safe. These b 小题2:can make people cross roads safely. Flyovers are used in very much the same w 小题3: as zebra crossings(斑马线). They are more efficient, though less convenient because it takes people more time to climb up a lot of s 小题4:  to cross the road. This is inconvenient especially to the old. When people walk on a flyover, they don’t h小题5: up traffic. But when they cross a busy road using a zebra crossing, traffic is broken. That is why so many flyovers are built to help people and keep traffic m 小题6: at the same time.

The city government have s 小题7: lots of money building these flyovers. For their own s小题8: , people should use them instead of r小题9: across the road. Old people may find it a little d 小题10:  climbing up and down the steps. But it is still much safer than walking across the road with all the moving traffic.

Flyovers are very useful. People, both old and young, should always use them. This will k 小题11: accidents from happening. It’s good for both the pedestrians(行人) and drivers.