Jeff is an arbitrage trader, and he wants to calculate the implied dividend yield on a stock while looking at the over-the-counter price of a 5-year put and call (both European-style) on that same stock. He has the following data:

• Initial stock price = USD 85
• Strike price = USD 90
• Continuous risk-free rate = 5%
• Underlying stock volatility = unknown
• Call price = USD 10
• Put price = USD 15

What is the continuous implied dividend yield of that stock?