The shares of RST Corp are currently priced at $$70$ and a put option exercisable in $5$ months time has an exercise price of $$65.$ The risk$-$free rate of interest is $4\mathrm{.}5\%$ per annum and the standard deviation $($volatility$)$ of the share price is $30\%.$ Calculate the value of the put option using the Black$-$Scholes formula.