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You buy a share of stock, a one-year call option with X = $27, and buy a one-year put option with X = $27. Your

You buy a share of stock, a one-year call option withX= $27, and buy a one-year put option withX= $27. Your net outlay to establish the entire portfolio is $25.60. What must be the risk-free interest rate? The stock pays no dividends.(Do not round intermediate calculations. Round your answer to 2 decimal places.)

Payoff =

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