please do 5b

Netflix is selling for $100 a share. A Netflix 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 $6.94. a. What is the market price of a zero-coupon bond with face value $105 and 1-month maturity? (Round your answer to 2 decimal places.) 3.85/7.69 points awarded $ 104.940 price Scored eBook b. What is the risk-free interest rate expressed as an effective annual yield? (Round your answer to 1 decimal place.) Risk-free interest rate Print References