Question: A put option and call option with an exercise price of $60 expire in four months and sell for $0.95 and $5.30, respectively. If the

A put option and call option with an exercise price of $60 expire in four months and sell for $0.95 and $5.30, respectively.

If the stock is currently priced at $63.38, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16))

Rate of interest

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