A 3-month Put option on a stock is priced at $2.70. The rho for this Put option is -6.45. Now assume that suddenly the continuously-compounded annualized risk-free interest rate, over the life of the option, suddenly increases from its original value of 4.25% to a new value of 5.6%. What do you estimate as the new market price of the Put option, after the interest rate declined, holding the stock price and implied-volatility constant?