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?