Consider a European call option and a European put option on a non- dividend-paying stock. You are given that (K,T, S.) = (70,2,65) and that the call option is sold 20 cents more expensive than the put. Determine the continuously compounded risk-free interest rate. If you think there is insufficient information for calculating the rate, specify the least additional set assumption(s) which you need to impose so that you can obtain the value