一道证明题，我已经试着做了一下，不知道对不对，请高手指点！
The volatility of a stock price is defined so that σ2Δt is the variance of
the stock price return in a short period of time Δt. Show that the
volatility of the stock price in the binomial model is given by σ.
Proposed Proof:
The stock price in a short period of time Δt is given by:
Var[ln(S_∆t/S_0 ) ]=（p(lnu-E[ln(S_∆t/S_0 ) ] )）^2+(1-p)(lnd-E[
ln(S_∆t/S_0 ) ] )^2 (1)
Where E[ln(S_∆t/S_0 ) ]=plnu+(1-p)lnd (2)
Therefor
