The annual continuously compounded rate of interest

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Put - Call Parity

A put option and call option with an exercise price of $65 expire in six months and sell for $0.92 and $5.60, respectively.

If the stock is currently priced at $68.40, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))

Rate of interest %

Reference no: EM131896755

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