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35. You are planning to purchase a call option on ABC Corp. shares. Currently, ABC shares are trading at $40 apiece. The option expires in

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35. You are planning to purchase a call option on ABC Corp. shares. Currently, ABC shares are trading at $40 apiece. The option expires in 25 days. During this period, you can invest your money at a risk-free rate of 3%, continuously compounded. The call's exercise price is $38. The option premium is $4.26. What is the time value of this call option? S2.00 S2.15 S2.26 $3.32

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