Netflix is selling for $100 a share. A Netflix call option with one month until expiration and an exercise price of $107 sells for $2.20 while a put with the same strike and expiration sells for $7.47 a. What is the market price of a zero-coupon bond with face value $107 and 1-month maturity? (Round your answer to 2 decimal places.) Market price b. What is the risk-free interest rate expressed as an effective annual yield? (Round your answer to 2 decimal place.) Risk-free interest rate