The Spot Rate on a Non-Dividend-Paying Stock Is $42

The spot rate on a non-dividend-paying stock is $42.30.The risk-free rate is 3.75 percent and the market rate is 11.50 percent.What is the three-month futures rate if spot-futures parity exists?

A) $42.14
B) $42.54
C) $42.69
D) $42.82
E) $43.89