A $1-$year long forward contract on a non$-$dividend$-$paying stock is entered into when the stock price is $$22\mathrm{.}1$ and the risk$-$free rate of interest is $1\mathrm{.}9\%$ per annum with continuous compounding.

$2$ months later, the price of the stock is $$27$ and the risk$-$free interest rate is now $1\mathrm{.}8\%.$ What is the forward price at this point in time?

$($Report your answer in dollars and cents.$)$