The prices of european call and put options on a


The prices of European call and put options on a non-dividend-paying stock with 6 months to maturity, and a strike price of $100 are $20 and $5, respectively. The current stock price is $110. What is the implied risk-free rate? Quote the rate as an annual and continuously compounded rate.

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Financial Management: The prices of european call and put options on a
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