Question: FedEx is selling for $100 a share. A FedEx call option with one month until expiration and an exercise price of $105 sells for $2

FedEx is selling for $100 a share. A FedEx 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. What is the market price of a zero-coupon bond with face value $105 and 1 month maturity? What is the risk-free interest rate expressed as an effective annual yield?

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