LNUX's stock is currently trading for $4.59. There are puts and calls traded on LNUX. In particular, you know that a call option with a strike of $4.25 which matures one year from today is trading in the market for $0.85. The annual risk-free rate is 5%. Let ST denote the price of LNUX's stock in one year. (a) (") What should be the no-arbitrage price of a put option written on LNUX with the same strike price and expiration as the call option? The price of the put option is: $ Write your final answers in dollars and round to two decimals: for instance, if the answer is $0.355 or $0.359, write 0.36 without the dollar sign; if the answer is $0.354 or $0.351, write 0.35.) (b) (") If the put option is trading at $0.20, how could you construct an arbitrage strategy? Assume you can take long or short positions at the given prices, including in risk-free zero-coupon bonds. Complete the cash flow table below