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Calculate the continuously compound risk-free interest rate. Consider a European call option and a European put option on a nondividend-paying stock. You are given: The

Calculate the continuously compound risk-free interest rate.

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Consider a European call option and a European put option on a nondividend-paying stock. You are given: The current price of the stock is 60. The call option currently sells for 0.15 more than the put option. Both the call option and put option will expire in 4 years. Both the call option and put option have a strike price of 70. Calculate the continuously compounded risk-free interest rate

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