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Wolf World Stock currently sells for $53. A one-year call option with strike price of $58 sells for $10. A one-year put option with a

Wolf World Stock currently sells for $53. A one-year call option with strike price of $58 sells for $10. A one-year put option with a strike price of $58 sells for $4. What is the annual risk-free interest rate?

A. 17.6%

B. 20.2%

C. 23.4%

D. 16.8%

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