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The stock of SGW trades at $170 per share and a European call option with the strike of $163.2 and maturity of 1 year trades

The stock of SGW trades at $170 per share and a European call option with the strike of $163.2 and maturity of 1 year trades at $25.94. At the same time, a European put option with the same strike and maturity trades at $14.17. What is the 1-year spot rate?

Group of answer choices

A)2.89 %

B)3.64 %

C)3.39 %

D)3.14 %

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