Question 4 (1 point) Consider a stock with the current price of $520. The present value of the dividends that the stock will pay in the next 8 months is equal to $15. The price of 8-months European call option with a strike price of $500 is $92, and the price of 8-months European put option with a strike price of $500 is $65. Find the risk-free interest rate. Round your answer to the nearest integer percent. 2% 3% 5% 7% 19%