Netflux is selling for $$105$ a share. A Netflux call option with one month until expiration and an exercise price of $$115$ sells for $$2\mathrm{.}20$ while a put with the same strike and expiration sells for $$11\mathrm{.}56.$

Required:

What must be the market price of a zero$-$coupon bond with face value $$115$ and $1-$month maturity?

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

What is the risk$-$free interest rate expressed as an effective annual yield?

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