Assume the Black-Scholes framework. For an at-the-money, 8-month European put option on a stock, you are given:

(i) The stock pays dividends continuously at a rate proportional to its price. The dividend yield is 2%.

(ii) The continuously compounded risk-free interest rate is 5%.

(iii) Var[ln S(t)] = 0.16t for all t ≥ 0, where S(t) is the time-t price of the stock.

(iv) The current price of this put option is 7.

Calculate the current stock price.