Required:

A put option on a stock with a current price of $$42$ has an exercise price of $$44.$ The price of the corresponding call option is $$3\mathrm{.}60$ According to put$-$call parity, if the effective annual risk$-$free rate of interest is $6\%$ and there are four months until expiration, what should be the price of the put? Assume there is no dividends. $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$

Price of the put

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