Consider a non-dividend paying stock with the initial price of $100. Assume that the continuously compounded risk-free interest rate equals 5% p.a..

There is an at-the-money European put option on the above stock with exercise date in 2 years. This option is currently traded at $11.54.

A compound call on the above put option is issued. Its exercise date is one year from today and its strike is 6. The price of this compound call is $7.18.

What is the value of a compound call option on the above put option?