A call option currently sells for $$6\mathrm{.}25.$ It has a strike price of $$60$ and two months to maturity. A put with the same strike and expiration

date sells for $$4\mathrm{.}50.$ If the risk$-$free interest rate is $5\mathrm{.}1$ percent, what is the current stock price?

Note: Do not round intermediate calculations. Round your answer to $2$ decimal places.

Current stock price