A put option with the same strike price and maturity sells


Calzone Tech stock currently sells for $86.35. A call option expiring in 9 months with a strike price of $90 sells for $4.92. A put option with the same strike price and maturity sells for $6.85. What APY riskless rate is implied by the information given?

Possible answers:

-0.2844%

0.5833%

1.4128%

2.1706%

2.6064%

2.9396%

3.3912%

3.7486%

4.2257

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Financial Management: A put option with the same strike price and maturity sells
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