《Information Science》To Build The Excercise Of Filling Blanks Or Selecting The Answer

To learn the corrected answer,just drag the answer to the right place.If it’snt true,then return the pre locate. Called “Drag and Exercise”.Then not to return,but give the total score,called “drag and judge”.
To get it,the arethmetic is store two point,can drag it.User drag it,judge the answer,then decide if return.To store the score per question,if it’s true,add one,else,do nothing.Never return,just show the final score.Do you get it?
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To plot C versus S for 0 ≤ S ≤ 200, we can use the following MatLab code: ```matlab E = 100; % Exercise price T = 1; % Expiry date r = 0.05; % Risk-free interest rate sigma = 0.3; % Volatility S = linspace(0, 200, 1000); C = zeros(size(S)); for i = 1:numel(S) C(i) = EuropeanCall(S(i), E, r, sigma, T); end plot(S, C); xlabel('S'); ylabel('C'); title('European Call Option Price'); ``` This code first defines the parameters of the option, and then generates a range of values for S between 0 and 200 using the `linspace` function. For each value of S, the code calculates the option price using the `EuropeanCall` function (which can be obtained from various sources). Finally, the code plots the option price as a function of S using the `plot` function. To plot the value of C(S, t) at different values of t between t = 0 and t = T, we can modify the above code as follows: ```matlab E = 100; % Exercise price T = 1; % Expiry date r = 0.05; % Risk-free interest rate sigma = 0.3; % Volatility S = linspace(0, 200, 1000); t = linspace(0, T, 1000); C = zeros(numel(S), numel(t)); for i = 1:numel(S) for j = 1:numel(t) C(i, j) = EuropeanCall(S(i), E, r, sigma, T - t(j)); end end surf(S, t, C); xlabel('S'); ylabel('t'); zlabel('C'); title('European Call Option Price'); ``` This code generates a grid of values for S and t using `linspace`, and then calculates the option price for each combination of S and t using a nested loop. The option price is stored in a matrix `C`, and is plotted as a surface using the `surf` function. As t approaches T, the option price converges to the intrinsic value of the option, which is max(S - E, 0) for a call option. This is because as the expiry date approaches, the option has less time to move in the money, and its time value decreases.
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