老师您好，问一个题：
Sigma Investment Management Inc. is a potential new client that wants to measure the credit risk of an over-the-counter (OTC) American call option on a security. The call option has a strike price of $65 and was purchased at a price of $3.50 per option. The option’s current value is $8.50 per option.
If the security held by Sigma trades at $70, the credit risk is closest to:
1. 8.5
2. 3.35.
3. 5.00.
老师 请问这个题为什么不选C而选A？题目的问法是在问current还是potencial credit risk？或者是两者加总？我的理解是问current risk，还没到期嘛
