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Consider a European call option and a European put option, both of which have a strike...

Consider a European call option and a European put option, both of which have a strike price of $70, and expire in 4 years. The current price of the stock is $60. If the call option currently sells for $0.15 more than the put option, the continuously compounded interest rate is

3.9%

4.9%

5.9%

2.9%
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Please refer to below spreadsheet for calculation and answer. Cell reference also provided.

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