Question: A put option and call option with an exercise price of $85 and three months to expiration sell for $3.15 and 6.12 respectively. If the

A put option and call option with an exercise price of $85 and three months to expiration sell for $3.15 and 6.12 respectively. If the risk-free rate is 4.8 percent a year, compounded continuously. What is the current stock price?

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