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Implied effective 6-month interest rate

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For the next few questions, use the following information: For the following problems assume the effective 6-month interest rate is 2%, the S&R 6-month forward price is $1020, and use these premiums for S&R options with 6 months to expiration: Strike Call Put 950 120.405 51.777 1000 93.809 74.201 1020 84.47 84.47 1050 71.802 101.214 1107 51.873 137.167 What is the implied effective 6-month interest rate from the box spread?

Reference no: EM133075119

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