What is the implied effective 6-month interest rate from the box spread? (decimal form) According to put-call parity, what is the implied price of one share of S&R? Say you wanted to borrow $68.63 money risk-free by trading in the options above. What strategy would allow you to do this? For the next few questions, use the following information: For the following problems assume the effective 6-month interest rate is 2%, the S&R 6-month forward price is $1020, and use these premiums for S&R options with 6 months to expiration: Strike 950 1000 Call Put 120.405 51.777 93.809 74.201 84.47 84.47 71.802 101.214 51.873 137.167 1020 1050 1107