$7.$ An asset has a current price of $$42\mathrm{.}00$ and earns its bearer a yield of $1\mathrm{.}2\%$ per year. At a strike price of $$50\mathrm{.}00,$ a $4-$month put option has a price of $$11\mathrm{.}42.$ What is the price of a $4-$month call option? Assume an interest rate of $4\%.(2$ points$)$