Netflux is selling for $$100$ a share. A Netflux call option with one month until expiration and an exercise price of $$105$ sells for $$2$ while a put with the same strike and expiration sells for $$6\mathrm{.}94.$

Required:

What must be the market price of a zero$-$coupon bond with face value $$105$ and $1-$month maturity? Hint: You need to use put$-$call parity here.

Note: Round your answer to $2$ decimal places.

What is the risk$-$free interest rate expressed as an effective annual yield? Hint: Here, the effective annual yield can be calculated as $($Face Value$/$Current Market Price$)^12-1.$ You need this formula, because the bond has one month until maturity.

Note: Round your answer to $1$ decimal place.