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You expect an annual continuously compounded return of 0.145 on the stock of GS, Inc., and an annual continuously compounded return of 0.33 on a

You expect an annual continuously compounded return of 0.145 on the stock of GS, Inc., and an annual continuously compounded return of 0.33 on a certain call option on that stock. The option elasticity is 4.44. Find the annual continuously compounded risk-free interest rate.[answer:0.0912]

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