Netflux is selling for $100 a share. A Netflux call option with one month until expiration and an exercise price of $111 sells for $2.10 while a put with the same strike and expiration sells for $12.12. Required: a. What must be the market price of a zero-coupon bond with face value $111 and 1-month maturity? Note: Round your answer to 2 decimal places. b. What is the risk-free interest rate expressed as an effective annual yield? Note: Round your answer to 2 decimal places