need part B

Netfux is selling for $105 a stuare. A Netflux call option with one month untilexpiration and an exercise price of $115 sells for $220 while a put with the same strike and expiration sells for $11.56. Required: a. What must be the market price of a zero coupon bond with face value $115 and 1 month maturity? Note: Round your onswer to 2 decimal ploces. b. Whot is the risk-free interest rate expressed as an effective annual yeld? Note: Round your onswer to 2 decimal ploces