Question: There is a 3 - month put option with an exercise price of $ 1 6 . The underlying asset is worth $ 1 3

There is a 3-month put option with an exercise price of $16. The underlying asset is worth $13.96. The annual risk-free rate is 3.3%. The put has a premium of $2.63. What is the put option's speculative (a.k.a time) value?

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