The stock of the company Couchshark is currently trading at $78$ USD. We know that

a two$-$year European put $($written on this stock$),$ with a strike price of $70$ USD, is

priced at $5$ USD in the market. The risk$-$free interest rate is presented, for different

maturities, in the following table:

Maturity Risk$-$free rate

$2$ months $4\mathrm{.}44\%$

$12$ months $4\mathrm{.}33\%$

$18$ months $4\mathrm{.}77\%$

$24$ months $4\mathrm{.}88\%$

$72$ months $4\mathrm{.}99\%$

You are confident that the stock will go up but you want to be protected against a

potential stock price decrease.

What would be the fair price of a derivative that would achieve this strategy?