Homework due Aug $6,202416$:$36$ CDT

Question $5$

$0\mathrm{.}0/12\mathrm{.}0$ points $($graded$)$

Consider a stock, $xYZ,$ which pays no dividends over the next year. The current stock price of $xYZ$ is $S_0=$$$130.$ You observe prices of two European options, both maturing in one year from now. One is a European call option with the strike price of $K=$$$160,$ which currently trades at $C=$$$19.$ The other is a European put option with the strike price of $K=$$$160,$ which currently trades at $P=$$$45.$

What value of the one$-$year risk$-$free interest rate $($continuously compounded$)$ is consistent with absence of arbitrage?

$\%$