T-bills currently yield 3.3 percent. Stock in Nina Manufacturing is currently selling for $70 per share. There is no possibility that the stock will be worth less than $63 per share in one year.

a-1. What is the value of a call option with a $57 exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)

  Call option value $

a-2. What is the intrinsic value? (Do not round intermediate calculations and round your answer to the nearest whole number, e.g., 32.)

  Intrinsic value $

b-1. What is the value of a call option with a $45 exercise price? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)

  Call option value $

b-2. What is the intrinsic value? (Do not round intermediate calculations and round your answer to the nearest whole number, e.g., 32.)

  Intrinsic value $

c-1. What is the value of a put option with a $57 exercise price? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations and round your answer to the nearest whole number, e.g., 32.)

  Put option value $

c-2. What is the intrinsic value? (Leave no cells blank - be certain to enter "0" wherever required. Do not round intermediate calculations and round your answer to the nearest whole number, e.g., 32.)

  Intrinsic value $