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Suppose that you enter into a 3-month forward contract at a price of $100 on a non-dividend paying stock currently trading at $99. Assuming that

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Suppose that you enter into a 3-month forward contract at a price of $100 on a non-dividend paying stock currently trading at $99. Assuming that the above forward price is the no-arbitrage price of the contract, which of the below is closest to the level of the annual interest rate (using discrete compounding)

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