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High Volatility stock has a current market price of $54 a share. The oneyear call with a strike price of $65 is priced at $2.20

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High Volatility stock has a current market price of $54 a share. The oneyear call with a strike price of $65 is priced at $2.20 while the one-year put with a strike price of $65 is priced at $11.18. What is the risk-free rate of return? 3.20 percent 4.21 percent 3.67 percent 3.38 percent 2.57 percent

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