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4- S = $55, C (X=$60) =$10.35, P(X=$60) =$4.94, T=2 years. All options are European and the stock does not pay a dividend. What is

4- S = $55, C (X=$60) =$10.35, P(X=$60) =$4.94, T=2 years. All options are European and the stock does not pay a dividend. What is the fair value of the risk-free interest rate? Explain. For all questions above: C=call price, P=put price, S=stock price, X=exercise price, r=risk-free rate, T=maturity

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