What is the market price of a zero-coupon bond with face


Netflix is selling for $105 a share. A Netflix call option with one month until expiration and an exercise price of $121 sells for $2.30 while a put with the same strike and expiration sells for $17.40.

a. What is the market price of a zero-coupon bond with face value $121 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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Financial Management: What is the market price of a zero-coupon bond with face
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