[填空题]

A stunned Hollywood debated the future of one of its biggest stars Sunday. as a sheriff’s watchdog launched an investigation into a possible cover up of a leaked report that quoted Mel Gibson unleashing a tirade of anti-Semitic remarks during a drunken driving arrest. One media expert said Gibson irreparably damaged his career with his "crazy" behavior following his arrest by Los Angeles County Sheriffs deputies in Malibu early Friday. Charges of anti-Semitism were also leveled against the actor-director with the release of his 2004 blockbuster "The Passion of the Christ."
66. ______.
According to the report, in addition to threatening the arresting deputy and trying to escape, Gibson said, "The Jews are responsible for all the wars in the world," and asked the officer, James Mee, "Are you a Jew " The report has not been made public, but the Los Angeles Times reported Sunday that it had independently verified its authenticity.
67.

Shortly after the war, my brother and I were invited to spend a few days with an uncle who had just returned from abroad. He had rented a cottage in the country, although he rarely spent much time there. We understood the reason for this after our arrival: the cottage had no comfortable furniture in it, many of the windows were broken and the roof leaked, making the whole house damp.
On our first evening, we sat around the fire after supper listening to the stories which our uncle had to tell of his many adventures in distant countries. I was so tired after the long train journey that I would have preferred to go to bed ; but I could not bear to miss any of my uncle’s exciting tales.
He was just in the middle of describing a rather terrifying experience he had once had when there was a loud crash from the bedroom above, the one where my brother and I were going to sleep.
"It sounds as if the roof has fallen in! "exclaimed my uncle, w
A. a cry of terror
B. a sudden ring
C. a sound of storm
D. a sudden noise

假设某公司股票目前的市场价格为25元，而在6个月后的价格可能是32元和18元两种情况。再假定存在一份100股该种股票的看涨期权，期限是半年，执行价格为28元。投资者可以按10%的无风险年利率借款。购进上述股票且按无风险年利率10%借入资金，同时售出一份100股该股票的看涨期权。
要求：
(1)根据单期二叉树期权定价模型，计算一份该股票的看涨期权的价值。
(2)假设股票目前的市场价格、期权执行价格和无风险年利率均保持不变，若把6个月的时间分为两期，每期3个月，若该股票收益率的标准差为0.35，计算每期股价上升百分比和股价下降百分比。
(3)结合(2)分别根据套期保值原理、风险中性原理和两期二叉树期权定价模型，计算一份该股票的看涨期权的价值。