A $3\mathrm{.}14\%$ bond makes coupon payments on June $15$ and December $15$ and is trading with a yield$-$to$-$maturity $($YTM$)$ of $3\mathrm{.}14\%.$ The bond is purchased and will settle on August $15$ when there will be four coupons remaining until maturity. The full price of the bond using the $30/360$ method $(30$ days per month, $360$ days a year$)$ is closest to