At$-$the$-$money $6-$month call and put are sold at $$2$ and $$1\mathrm{.}8$ respectively. If the underlying stock sells at $10$ $$/$share$,$ find the annual risk$-$free interest rate. Use discrete discounting if need be$.$

Group of answer choices

$8\mathrm{.}16\%$

$8\mathrm{.}42\%$

$2\mathrm{.}04\%$

$4\mathrm{.}12\%$