The SPDR S&P $500$ ETF Trust is currently trading at $$369.$ Consider a put option with a strike of $$361$ expiring in $4$ months. Suppose the ETF's volatility of is $78\%,$ the interest rate is $1\%,$ and the dividend yield is $1\mathrm{.}64\%.$ What is the Black$-$Scholes price of the put?

$$68\mathrm{.}39$

$$64\mathrm{.}98$

$$61\mathrm{.}21$

$$64\mathrm{.}34$