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You buy a share of stock, write a 1-year call option with X = $80, and buy a 1-year put option with X = $80.
You buy a share of stock, write a 1-year call option with X = $80, and buy a 1-year put option with X = $80. Your net outlay to establish the entire portfolio is $78.4. The stock pays no dividends. What is the risk-free interest rate? (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "%" sign in your response.) Risk-free rate %
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