You are given that all conditions for put-call parity are satisfied. The following are current option prices on a certain computer company, as of June 9, 2013:
• For the exercise price of $400, date of expiration June 28, 2012, the call premium is $40.05, and the put premium is $1.43.
• For the exercise price of $410, date of expiration June 28, 2012, the call premium is $31.05, and the put premium is $2.40. Find the continuously compounded annual risk-free interest rate. Assume 365 days in a year.