A bond was just issued by Standard Oil works as follows. The holder receives no coupon payment over the life of the bond. The bond matures in one year. At the bonds maturity the company promised to pay $1000 plus an additional amount based on the price of oil at that time. The additional amount was equal to the product of 170 and the excess if any of the price of a barrel of oil at maturity over $20. The max additional amount paid was 3,550 (corresponds to a price of $40 a barrel). Suppose that the call options on oil with strike price of $20 and maturity of one year are traded at $2. Suppose that the company is riskless and the 1 year zero rate is 2% per annum (continuously compouned). If you buy this bond and hold it until maturity, what would be the rate of return on your investment if price of oil is $45 per barrel in one year?