Let us consider the following securities available in a financial market. These are the only securities you can trade: : Pintrest Stock trading at $49 Call option on Pintrest that expires in one year, strike price of $42, and premium of $9 Put option on Pintrest that expires in one year, strike price of $42, and premium of $1 Two year zero-coupon bond with YTM of 5% What is the implied forward rate in year two (f2, the one-year spot rate one year from today)?

Assume that no-arbitrage exits in this market.

Group of answer choices

7.62%

5.00%

2.44%

3.12%

2.35%