The current price of a stock is $100, and the continuously compounding interest rate is 5%. A $2.5 dividend will be paid 2 months from now. Suppose we use a European call option struck at K and a European put option (also strike at K) on the same stock to create a payoff at six-month that replicates shorting a forward struck at K. If the net value in the options is $5.3, determine K.