The following European call and put options on a non-dividend paying stock exist in the market: Suppose you also know that the maturity is T=1.5 years for all the options and that the continuously compounded interest rate r is constant. Which of the follo must be the interest rate r, by no arbitrage? \begin{tabular}{c} 7.02% \\ \hline 5.56% \\ \hline 3.28% \\ \hline 8.28% \end{tabular} None of these