Calculate the participation rate fo investment deposit (of 100% protection of initial investment) in case of following circumstances: Three year deposit rate of underlying currency (RUB): 9%; Price of the put option of underlying asset (SSS Ltd share): 12 USD; Price of the call option f underlying asset (SSS Ltd share): 10 USD; Both options have the same maturity as the deposit (three years). The price of the SSS Ltd share is today at 200 USD. Assume that 1 USD = 50 RUB. The deposit will deliver the return of the underlying asset (times participation rate) in case of an increase in share price. In the same time investment is protected against any fall in share price of SSS Ltd

Please reply in next half an hour.