Question: A put option and a call option with an exercise price of $45 expire in three months and sell for $1.00 and $5.20, respectively. If
A put option and a call option with an exercise price of $45 expire in three months and sell for $1.00 and $5.20, respectively. If the stock is currently priced at $48.40, what is the annual continuously compounded rate of interest?
what is the rate of interest?
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