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(1 point) Suppose the A&T index is 820, the continuously compounded risk-free rate is 6 %, and the dividend yield is 0 % A 1-year

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(1 point) Suppose the A&T index is 820, the continuously compounded risk-free rate is 6 %, and the dividend yield is 0 % A 1-year 834 - strike European call costs $ 76.95 and a 1-year 834 - strike European put cost $ 47.45. Consider the strategy of buying the index, selling the 834 - strike call, and buying the 834 -strike put. What is the continuous rate of return on this position held until the expiration of the options 5.36 %

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