A stock is currently priced at $$20,$ with a $6-$month expiration date for this stock and an exercise price of $$19,$ the price of a European call option is $$2.$

If the risk$-$free interest rate is $5\%$ per year, what would be the price of a $6-$month European put option with an exercise price of $$19$ as well?

This stock does not pay dividends and assumes there is no arbitrage opportunity.