Consider a European call option and a European put option on a nondividend-paying stock. You are given: i) The current price of the stock is 50 ii) The call option currently sells for 0.97 less than the put option iii) Both options will expire in 3 months iv) Both options have a strike price of 52 Calculate r, the continuously compounded risk-free interest rate. Possible Answers A 3.78% B 4.50% C 4.93% D 8.00% E 9.87%