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Assume that the spot price of a non-dividend paying stock is $100, and one-year at-the- money European call and put option on the stock are

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Assume that the spot price of a non-dividend paying stock is $100, and one-year at-the- money European call and put option on the stock are selling for $15 and $10, respectively. What should the annualized risk-free rate equal to if there are no arbitrage opportunities in the market? 5.13% 10.12% 2.65%

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