You are considering purchasing a put option on a stock with a current price of $$32.$ The exercise price is $$35,$ and the price of the corresponding call option is $$2\mathrm{.}25.$ According to the put$-$call parity theorem, if the risk$-$free rate of interest is $4\%$ and there are $90$ days until expiration, the value of the put should be $\_\_\_\_\_\_\_\_\_\_\_\_.$

$$2\mathrm{.}25$

$$4\mathrm{.}91$

$$4\mathrm{.}05$

$$5\mathrm{.}52$