You buy a share of stock, write a one$-$year call option with X $=$ $$20,$ and buy a one$-$year put option with X $=$ $$20.$ Your net outlay to establish the entire portfolio is $$18\mathrm{.}60.$ What is the payoff of your portfolio? What must be the risk$-$free interest rate? The stock pays no dividends. $($Do not round intermediate calculations. Round "risk$-$free rate" to $2$ decimal places