Compute the implied risk-free interest rate r assumed with


A European put that, expires in T months with a strike price K = 35, has a price P_0 = 7. The current underlying stock price is S_0 = 30. A European call option that expires in T months with a strike price of K = 27, has a price of C_0 = 5. Compute the implied risk-free interest rate r, assumed with continuous compounding.

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Operation Management: Compute the implied risk-free interest rate r assumed with
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