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The premium on a call option on a stock currently trading at $80.7 with a strike price of $80 and 5 months to maturity is
The premium on a call option on a stock currently trading at $80.7 with a strike price of $80 and 5 months to maturity is $8. A put option on the same stock with the same strike and maturity sells for $6. What is the risk-free rate?
4% /5% /3%/ 4.5%
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