What is the risk-free interest rate expressed as an, Financial Management

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What is the risk-free interest rate expressed as an

FedEx is selling for $100 a share. A FedEx call option with one month until expiration and an exercise price of $110 sells for $2.50 while a put with the same strike and expiration sells for $12.10.

What is the risk-free interest rate expressed as an effective annual yield? (Round your answer to 2 decimal places. Omit the "%" sign in your response.)

Risk-free interest rate $ %

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