5. Consider a European call option and a European put option on stock XYZ. You are given: Gi) The stock pays a single $2 dividend at2 years (ii) The current price of the stock is 60 ii) The call option currently sells for 0.15 more than the put option. (iv) Both the call option and put option will expire in 4 years. (v) Both the call option and put option have a strike price of 70 Calculate the continuously compounded risk-free interest rate