Consider a stock, XYZ$,$ which pays no dividends over the next year. The current stock price of XYZ is

$S_0=$$$115.$ You observe prices of two European options, both maturing in one year from now. One is

a European call option with the strike price of $K=$$$135,$ which currently trades at $C=$$$17.$ The

other is a European put option with the strike price of $K=$$$135,$ which currently trades at $P=$$$35.$

What value of the one$-$year risk$-$free interest rate $($continuously compounded$)$ is consistent with

absence of arbitrage?

$\%$

to $5$ decimals