A call option on a given stock with an exercise price of $$60$ and an expiration date $1$ year from now is worth

$$3\mathrm{.}30$ today. The stock price is $$57\mathrm{.}10.$ The effective annual risk$-$free rate of return is $6\%,$ and the stock pays

no dividends. A corresponding put option $($same exercise price and time to expiration$)$ should be worth

$\_\_\_\_\_\_\_\_\_\_$ today