A put option and call option with an exercise price of $65 expire in three months and sell for $.92 and $5.50, respectively.
If the stock is currently priced at $68.38, what is the annual continuously compounded rate of interest? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places, e.g., 32.16.)
Rate of interest %
PLEASE FOLLOW INSTRUCTIONS ON ROUNDING DECIMALS,