Consider a European put option on a non$-$dividendpaying stock when the stock price is $$30,$ the exercise price is $$28,$ the risk$-$free interest rate is $2\%$ per annum, the volatility is $20\%$ per annum, and the time to maturity is four months. Calculate the price of the put option using the table of already pre$-$calculated $N(x)$ values provided below, i$.$e$.$ do not re$-$calculate these $N(x)$ values on your own.

Enter your answer rounded to four decimal places, skip the $ sign. For example, if your calculation results in $$98\mathrm{.}1234567,$ you only need to enter $98\mathrm{.}1234.$

$\backslash$table$[[N(d_1),0\mathrm{.}64749204],[,7928474],[N(d_2),0\mathrm{.}58135191],[,0694521],[N(-d_1),0\mathrm{.}35250795],[2071526,],[N(-d_2),0\mathrm{.}41864808],[9305479,]]$