Consider a put option written on some company's stock. Its expiration is in six months. Its exercise price, is $$65.$ This put option is currently worth $$4\mathrm{.}45.$ The underlying asset, i$.$e$.,$ the shares of stock of this company, can be purchased today for $$61$ a share. The Treasury bill rate, i$.$e$.,$ risk$-$free rate, is $3\mathrm{.}9$ percent per year, compounded continuously.

A call option with the same exercise price and the same expiration date as the put option, should cost in today's market. $($Do not round intermediate calculations and round your final answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$