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


Netflix is selling for $100 a share. A Netflix call option with one month until expiration and an exercise price of $111 sells for $2.10 while a put with the same strike and expiration sells for $12.12.

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.)

Market price=

b. What is the risk-free interest rate expressed as an effective annual yield? (Round your answer to 2 decimal place.)

Risk free interest rate =

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