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Suppose that a stock price is currently 54 dollars, and it is known that three months from now, the price will be either 13 percent

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Suppose that a stock price is currently 54 dollars, and it is known that three months from now, the price will be either 13 percent higher or 13 percent lower. Suppose that the value of a European call option on the stock that expires three months from now, and has a strike price of 52 dollars, is 4.93 dollars. If no arbitrage opportunities exist, what is the risk-free interest rate? Answer = percent

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