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

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

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