A put option and a call option with an exercise price of $$65$ and three months to expiration sell for $$2\mathrm{.}99$ and $$4\mathrm{.}49,$ respectively. If the risk$-$free rate is $4\mathrm{.}8$ percent per year, compounded continuously, what is the current stock price?

Multiple Choice

$$68\mathrm{.}35$

$$71\mathrm{.}70$

$$62\mathrm{.}72$

$$63\mathrm{.}75$

$$65\mathrm{.}72$