Netflux is selling for $$110$ a share. A Netflux call option with one month until expiration and an exercise price of $$126$ sells for $$2\mathrm{.}40$

while a put with the same strike and explration sells for $$17\mathrm{.}70.$

Required:

a$.$ What must be the market price of a zero$-$coupon bond with face value $$126$ and $1-$month maturity?

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

b$.$ What is the risk$-$free interest rate expressed as an effectlve annual yleld?

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