Stock price is $95 per share, exercise price of the options is $100 per share, all options are European and the stock does not pay any dividend. Option contracts are written on 100 shares of stock and mature in 3 months. The call price is $2 per share and the put price is $6 per share. 9. Use the put and call options and the underlying stock to create a portfolio which will be equivalent to lending $10,000 (face amount) for 3 months. What is the rate of interest that you receive on the money that you have lent in 9 give this rate per annum with continuous compounding.