A stock currently sells for $67.38. A call option expiring in 8 months with a strike price of $70 sells for $4.63. A put option with the same strike price and maturity sells for $5.93. What APY (effective annual) riskless rate of return is implied by these stock and option prices?

a.1.8857%

b.1.9220%

c.2.3529%

d.2.4851%

e.2.6913%

f.2.8159%

g.2.8967%

h.2.9736%

i.3.0279%

j.3.1474%