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Currently stock ABC is trading for 50 per share. The price of a two-year European call option on the stock and the price of a

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Currently stock ABC is trading for 50 per share. The price of a two-year European call option on the stock and the price of a two-year European put option on the stock, both with strike prices if 52.50 are both equal to 8. Stock ABC pays dividends continuously at an annual rate of 5% Calculate the annual continuously compounded risk-free interest rate. O A. 2.56% OB. 5.00% O C. 6.83% O D. 7.44% O E. 9.88%

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