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Suppose that for P-Stock, a hypothetical company, current stock price is $41, the strike price is $45, the price of a three-month European call option

Suppose that for P-Stock, a hypothetical company, current stock price is $41, the strike price is $45, the price of a three-month European call option is $2, and price of a three-month European put option is $2.5. What will be 3-months continuous compounding risk free interest rate if put-call parity does hold?

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