$6.$ You are given:

$($i$)$ The current price of the stock is $$90$

$($ii$)$ The call option currently sells for $$1\mathrm{.}00$ and the put option for $$0\mathrm{.}80$

$($iii$)$ Both the call option and put option will expire in $5$ years

$($iv$)$ Both the call option and put option have a strike price of $$100.$

Can you imply the continuously compounded risk$-$free interest rate $($to two decimal places$)$ that results in no arbitrage?