(1 point) Consider a stock with an initial price of $60. Suppose that the risk-free rate of interest compounded continuously is 2%. The table below contains no-arbitrage prices of three European call options that expire in 15 months. $52 Strike price Call Value $60 $6.83 $68 $3.78 $11.46 Find the no-arbitrage values of the following European-style derivatives that have the same expiry date of 15 months (round all answers to the nearest penny). (a) A standard European put option with strike K = 52. Value = $ (b) A standard European put option with strike K = 60. Value = $ 68. (c) A standard European put option with strike K Value = $