Question 20 (Mandatory) (2.86 points) Consider a put option that gives the long position the right to sell the underlying asset for $14.26 in 0.5 years. The continuously compounded risk free rate of interest is 1.25%. The market price of the underlying asset is $14.70. By how much will the option increase in value as the volatility of the underlying asset's returns increases from 25% to 95%? Please input your answer to the closest cent (hence, your answer must include two digits past the decimal). Please do not use commas or dollar signs