Suppose you are looking at a stock option with an exercise price of $70.00. The price of the calls is $5.00 and the price of the puts is $2.00. Assuming the risk-free interest rate is 4.00% and that there are 32 days to maturity, what must be the equilibrium stock price if there are no arbitrage opportunities? Group of answer choices

$76.72

$72.76

$75.00

$72.67