9 The current price on British Sky Broadcasting is 420.5p and the price of a call option

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9 The current price on British Sky Broadcasting is 420.5p and the price of a call option with a strike price of 420p with six months to maturity is 50.5p. The value of a put option with the same strike price and time to maturity is 38.5p. Determine the annualised rate of interest if put–call parity holds.

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