5. Consider a European call option and a European put option on a nondividend-paying stock. You are given: - The current price of the stock is $80. - The put option currently sells for $3.0805 more than the call option. - Both the call option and put option will expire in 2 years. - Both the call option and put option have a strike price of $90. Calculate the continuously compounded risk-free interest rate. (a) 2% (b) 3\% (c) 4% (d) 5% (e) 6%