2. Netflix (NFLX), a non-dividend paying stock, is trading at $613.26. Call options with one month to maturity and a strike of $615 are trading at $26.15. Put options with one month to maturity and a strike of $615 are trading at $26. You can borrow and lend at the risk free interest rate of 1% per year, compounded continuously. Use Netflix stock and the two options to construct a synthetic loan (a synthetic reverse repo). What interest rate do you earn on this loan? Is this an attractive rate? (10 points) 2. Netflix (NFLX), a non-dividend paying stock, is trading at $613.26. Call options with one month to maturity and a strike of $615 are trading at $26.15. Put options with one month to maturity and a strike of $615 are trading at $26. You can borrow and lend at the risk free interest rate of 1% per year, compounded continuously. Use Netflix stock and the two options to construct a synthetic loan (a synthetic reverse repo). What interest rate do you earn on this loan? Is this an attractive rate? (10 points)