A European Call option currently sells in the market for 0.5 dollars more than the related Put option. Both options have the same maturity and strike price, and they are written on the same non dividend paying stock, which currently trades for 60 dollars. Based on this information is it possible to calculate the risk-free rate, and if yes how. There might be more than one correct answer. Choose your selection carefully. Select one or more: a. Yes, we can calculate the risk-free rate by the no arbitrage principle b. No, we cannot calculate the risk-free rate as we do not know the volatility of the underlying asset C. Yes, we can calculate the risk-free rate by the put call parity relationship d. Yes, we can calculate the risk-free rate from a delta neutral strategy