Question: A put option and call option with an exercise price of $67 expire in three months and sell for $3.02 and $4.3, respectively. If the

A put option and call option with an exercise price of

A put option and call option with an exercise price of $67 expire in three months and sell for $3.02 and $4.3, respectively. If the stock is currently priced at $67.54, what is the annual continuously compounded rate of interest? Multiple Choice 4.26% 4.62% 44.37% 4.44% 10.72% O O O

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