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Mathematics, 17.07.2019 16:20 NailahWalker4740

only looking for mathematical solution, not interested in excel work
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

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