J&L,IncStock Has a Current Market Price of $55 a Share

J&L,Inc.stock has a current market price of $55 a share.The one-year call on J&L stock 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 percent
B) 2.76 percent
C) 2.80 percent
D) 2.84 percent
E) 2.87 percent