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Netflux is selling for $ 1 0 5 a share. A Netflux call option with one month until expiration and an exercise price of $

Netflux is selling for $105 a share. A Netflux call option with one month until expiration and an exercise price of $118 sells for $2.50 while a put with the same strike and expiration sells for $15.10.
a. What is the market price of a zero-coupon bond with face value $118 and 1-month maturity? (Round your answer to 2 decimal places.)
b. What is the risk-free interest rate expressed as an effective annual yield? (Round your answer to 2 decimal places.)

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