Question: There is a 4-month call option with an exercise price of $85. The underlying asset is worth $93.46. The annual risk-free rate is 2.7%. The
There is a 4-month call option with an exercise price of $85. The underlying asset is worth $93.46. The annual risk-free rate is 2.7%. The call option has a premium of $13.16. What is the call option's speculative (a.k.a time) value?
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