Question: a put option and a call option with an exercise...
A put option and a call option with an exercise price of $75
expire in three months and sell for $0.96 and $5.20,
If the stock is currently priced at $78.40, 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 %