Question: Problem 17-6 PutCall Parity A put option and a call option with an exercise price of $45 expire in four months and sell for $.82

Problem 17-6 PutCall Parity

A put option and a call option with an exercise price of $45 expire in four months and sell for $.82 and $5.20, respectively. If the stock is currently priced at $48.40, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations. Enter your answer as a percent rounded 2 decimal places, e.g., 32.16.) Rate of interest %

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