(a) Use only risk neutral approach to calculate the following question (you will receive 0 mark if you use other approaches). In a binomial model, a call option and a put option are both written on the same stock. The exercise price of the call option is $28, and the exercise price of the put option is $28. The call options payoffs are either 0 or $6, and the put options payoffs are either $12 or $0. The price of the call is $3 and the price of the put is $6. What is the risk-free interest rate (assuming that the basic period is one year)? What is the price of the stock today?