Given the following information about $6-$month European options on a stock:

$$ $$85-$strike call premium $=$ $$7\mathrm{.}25$ $$85-$strike put premium $=$ $$3\mathrm{.}75$

The risk$-$free rate is $6\%$ convertible semiannually. Calculate the $6$ month forward contract. A$.$ $$88\mathrm{.}50$ B$.$$$88\mathrm{.}60$ C$.$ $$88\mathrm{.}70$ D$.$$$88\mathrm{.}80$ E$.$ $$88\mathrm{.}90$