(1 point) Consider a stock with an initial price of $55. Suppose that the risk-free rate of interest compounded continuously is 4%. The table below contains no-arbitrage prices of three European call options that expire in 10 months. Strike price Call Value $47 $9.68 $55 $3.56 $63 $0.74 Find the no-arbitrage values of the following European-style derivatives that have the same expiry date of 10 months (round all answers to the nearest penny). (a) A standard European put option with strike K = 47. Value = $ (b) A standard European put option with strike K = 55. Value = $ (c) A standard European put option with strike K = 63. Value = $