Jack buys a 50-strike 6-month European call option on stock ABC at a price of 8. Rose buys a 50-strike 6-month European put option on the same stock at a price of 6. The continuously compounded risk-free interest rate is 4%. 6 months later, Jack suffers a loss while Rose realizes a profit, with Rose's profit being twice as large as Jack's loss.

Calculate the price of stock ABC at the end of 6 months.