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Consider a European call option and a European put option, both of which have a strike price of $70, and expire in 4 years. The
Consider a European call option and a European put option, both of which have a strike price of $70, and expire in 4 years. The current price of the stock is $60. If the call option currently sells for $0.15 more than the put option, the continuously compounded interest rate is
a. 2.9%
b. 3.9%
c. 4.9%
d. 5.9%
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