Question: You do a box spread. The four options have premia of $4, $5, $6, and $7. The risk-free rate in the economy is 3.2%. The

You do a box spread. The four options have premia of $4, $5, $6, and $7. The risk-free rate in the economy is 3.2%. The underlying asset has an expected return of 7.8% per year. If all of the options are priced correctly, then what will the return be on this box spread? Go out three decimals - for example, write 8.2% as .082.

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