This problem is not bad if you use the put-call parity relationship! Assumptions S K P (put price) T (time to expiration) 20 21 (for both the put and the call) 1.56 1 (for both the put and the call) Find the risk-free rate in each of the following cases: Case # C (call price) risk-free rate 1 0.50 2 0.55 0.60 3 4 0.65 This problem is not bad if you use the put-call parity relationship! Assumptions S K P (put price) T (time to expiration) 20 21 (for both the put and the call) 1.56 1 (for both the put and the call) Find the risk-free rate in each of the following cases: Case # C (call price) risk-free rate 1 0.50 2 0.55 0.60 3 4 0.65