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Today is February 18 th , 2020 and a $100 1-yr T-bill is selling at $93.59. A put option on XYZ stock expires on March

Today is February 18 th , 2020 and a $100 1-yr T-bill is selling at $93.59. A put option on

XYZ stock expires on March 11 th , 2020. Find the appropriate annual risk-free rate for this

put option.

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