Netflix is selling for $105 a share. A Netflix call option with one month until expiration and an exercise price of $117 sells for $2.40 while a put with the same strike and expiration sells for $14.20. a. What is the market price of a zero-coupon bond with face value $117 and 1-month maturity? (Round your answer to 2 decimal places.) Market price 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