Question: Put-Call Parity . A put option and a call option with an exercise price of $55 expire in two months and sell for $2.65 and

Put-Call Parity. A put option and a call option with an exercise price of $55 expire in two months and sell for $2.65 and $5.32, respectively. If the stock is currently priced at $57.30, what is the annual continuously compounded rate of interest?

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