2) Below are call and put option prices for Accenture, September 20, 2010. The stock price of Accenture that day was 40.91. The Options are due January 11, 2011. Given all this, what annual interest rate is implies by these prices? Some hints: 1) Use put-call parity, and the exponential formula for the price of money. 2) There will be several implied interest rates, one for each strike price. 3) You have to take a natural logarithm to calculate the answers. 4) The natural log of exp(A)=A. 5) Calculate interest rates to six digits. Strike Price Call Price Put Price 32.50 6.95 0.85 34.00 35.00 36.00 37.50 39.00 41.00 2.00 3.80 42.50 44.00