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You buy a share of stock, write a 1-year call option with X=$105, and buy a 1-year put option with X=$105. The share price is

You buy a share of stock, write a 1-year call option with X=$105, and buy a 1-year put option with X=$105. The share price is currently $105 but it may either go up to $120 or down to $95. The net outlay to establish the entire portfolio is $100. The stock pays no dividends. What is the risk-free interest rate in percentage?

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