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Numerical questions: 11. Today is February 28th, 2020, and a 1-yr T-bill is selling at 95-39% of par. A put option on XYZ stock expires

Numerical questions: 11. Today is February 28th, 2020, and a 1-yr T-bill is selling at 95-39% of par. A put option on XYZ stock expires on March 18th, 2020. Calculate the appropriate annual risk-free rate for this option. (4 points)

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