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Today is May 1st and the Facebook stock trades at $335. You noticed that a European put on Facebook with strike price of $330 that

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Today is May 1st and the Facebook stock trades at $335. You noticed that a European put on Facebook with strike price of $330 that expires in 30 days trades currently at $32.4. You noticed that a European Facebook call with same strike and expiration trades currently for $38.45. What should be the risk-free interest such that there is no arbitrage opportunity in the prices of these options? 4.21% 0.32% 2% 1.3% 3.88%

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