Consider a box spread consisting of options on a stock trading at $27.95. The options have

exercise prices of $25 and $30, and they mature in six months. The call options for the

exercise prices of $25 and $30 have a premium of $5.30 and $2.75, respectively. The put

options for these exercise prices have a premium of $2.00 and $4.30, respectively. What

should the discrete risk-free rate be if these options are correctly priced?