There is a European put option on a stock that expires in two months. The stock price is $$74$ and the standard deviation of the stock returns is $52$ percent. The option has a strike price of $$79$ and the risk$-$free interest rate is an annual percentage rate of $4\mathrm{.}5$ percent. What is the price of the put option today? Use a two$-$state model with one$-$month steps. $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$