"Welcome" and "No problem"

Hi there!

I’m writing here because today I have typed my English test. In the part of listening I had to select the best answer. It was like this:
„Ok, thank you”

And answers:
a) Welcome (NOT!: You’re welcome)
b) No problem
c) Hurry up!

The teacher says the correct answer is “Welcome”. Is she right?

In reply to 'thank you’ -‘You’re welcome’ or simply ‘Welcome’ are feasible.