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A put option and call option with an exercise price of $55 expire in four months and sell for $.86 and $5.20, respectively. If the

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A put option and call option with an exercise price of $55 expire in four months and sell for $.86 and $5.20, respectively. If the stock is currently priced at $58.40, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations and enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.) Rate of interest %

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