Please answer the following question:

The prices of European call and put options on a non-dividend-paying stock with 12 months to maturity, a strike price of $120, and an expiration date in 12 months are $20 and $5, respectively. The current stock price is $130. Give your answers as percentages with 2 decimal places, e.g 1.23%. a) What is the implied risk-free rate? b) Repeat (a) assuming the the stock pays a dividend of $2 immediately prior to the expiration date. 0) Repeat (a) assuming the the stock pays a dividend of $2 in 6-months