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Hilltop stock has a current market price of $56.80 a share. The 1-year $55 call is priced at $2.75 while the 1-year $55 put is

Hilltop stock has a current market price of $56.80 a share. The 1-year $55 call is priced at $2.75 while the 1-year $55 put is priced at $.30. What is the risk-free rate of return?

1.48%

.87%

1.39%

1.20%

.72%

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