Quiz - Potential Credit Risk particular, currently, believes, potential, next

jbaldyga

Tony Smith believes the price of a particular underlying, currently selling at $96, will increase substantially in the next 6 months, so he purchases a European call option expiring in 6 months. The call option has an excercise price of $101 and sells for $6.

What is the current value of potential credit risk? (Also an explanation of why if you can)