What is the annual continuously compounded rate of interest

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Reference no: EM131826524

A put option and a call option with an exercise price of $40 expire in six months and sell for $.98 and $5.10, respectively.

If the stock is currently priced at $43.40, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations. Enter your answer as a percent rounded 2 decimal places, e.g., 32.16.)

Rate of interest %

Reference no: EM131826524

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