Suppose that the price of a European call option that expires in $8$ months and has a strike price of $$31$ is $$2\mathrm{.}87.$ The underlying stock price is $$32\mathrm{.}87,$ and a dividend of $$0\mathrm{.}34$ is expected in two months and again in five months. The term structure is flat, with all riskfree interest rates being $1\mathrm{.}44\%.$

What is the price of a European put option that expires in $8$ months and has a strike price of $$31?$

Report your answer in dollars and cents.