For a put option on a stock with time-t price : (1) So=50 (ii) The price of the put option is 5. (ili) The replicating portfolio has 0.4 short shares of the stock. (iv) In(S/S) follows a normal distribution with mean 0.09 and variance 0.14. (v) The stock pays continuous dividends proportional to its price at a rate of 0.03. (vi) The absolute value of the instantaneous rate of return on the put option is 0.62. (vii) The continuously compounded risk-free interest rate is nonnegative. Determine the continuously compounded risk-free interest rate