Question: There is a 2 - month call option with an exercise price of $ 8 8 . The underlying asset is worth $ 9 3

There is a 2-month call option with an exercise price of $88. The underlying asset is worth $93.47. The annual risk-free rate is 2.7%. The call option has a premium of $11.35. What is the call option's speculative (a.k.a time) value?

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