Netflix is selling for $100 a share. A Netflix call option with one month until...
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Netflix is selling for $100 a share. A Netflix call option with one month until expiration and an exercise price of $111 sells for $2.30 while a put with the same strike and expiration sells for $12.16.
a. What is the market price of a zero-coupon bond with face value $111 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 place.)
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