J&L Has a Current Market Price of €55 a Share

J&L has a current market price of €55 a share.The one-year call on J&L with a strike price of €55 is priced at €2.50 while the one-year put with a strike price of €55 is priced at €1.What is the risk-free
Rate of return?

A) 2.71%
B) 2.76%
C) 2.80%
D) 2.84%
E) 2.87%