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A put option and call option with an exercise price of $60 expire in four months and sell for $90 and $5.30, respectively. If the
A put option and call option with an exercise price of $60 expire in four months and sell for $90 and $5.30, respectively. If the stock is currently priced at $63.40, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
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