WT Foods stock is selling for $38 a share. The 6-month $40 call on this stock is selling for $2.01 while the 6-month $40 put is priced at $3.60. What is the continuously compounded risk-free rate of return?

A) 2.7 percent

B) 2.4 percent

C) 1.8 percent

D) 1.5 percent

E) 2.1 percent