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FedEx is selling for $110 a share. A FedEx call option with one month until expiration and an exercise price of $126 sells for $2.40

FedEx is selling for $110 a share. A FedEx call option with one month until expiration and an exercise price of $126 sells for $2.40 while a put with the same strike and expiration sells for $17.70.

What is the risk-free interest rate expressed as an effective annual yield?

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