A European$-$style call option has a strike price of $$26$ and $2$ months until expiration. The primary asset currently costs $$31\mathrm{.}04.$ The annual risk$-$free rate is $2\mathrm{.}5\%.$ There are no transaction costs. Knowing only those facts $($and thus nothing about the volatility of the underlying$),$ what is the minimum amount that this call option must cost for there to be no guarantee of arbitrage?