A put option and a call option with an exercise price of $$60$ and three months to expiration sell for $$2\mathrm{.}89$ and $$5\mathrm{.}29,$ respectively. If the risk$-$free rate is $4\mathrm{.}4$ percent per year, compounded continuously, what is the current stock price?

Multiple Choice

$$59\mathrm{.}89$

$$64\mathrm{.}21$

$$67\mathrm{.}52$

$$61\mathrm{.}74$

$$56\mathrm{.}94$