A company has $100$ shares of ABC stock. The current price of ABC stock is Rs $30.$ ABC stock pays no dividends. The company would like to hedge its exposure to drops in the stock price by buying European put options expiring in $6$ months with exercise price Rs $28.$ European call options on the same stock expiring in $6$ months with exercise price Rs $28$ are available for $4\mathrm{.}10.$ The continuously compounded risk$-$free rate is $5\%.$ Determine the cost of the hedge.