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The price per share of a non-dividend paying stock is $50. Assume that the price of a three-month European put with strike K= $52 is

The price per share of a non-dividend paying stock is $50. Assume that the price of a three-month European put with strike K= $52 is equal to the price of the three-month European call with the same strike. What is the continuously compounded rate of interest for three month's maturity?

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12.66%

9.23%

15.69%

4.61%

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