A British investor is expecting a US dollar cash inflow of $$40,000$ in eight months$$ time. To hedge that exposure, the investor has gone short three eight$-$month futures contracts on the US dollar, each one with a contract size of $$15,000.$ The eight$-$month futures price today is GBP$/$USD $0\mathrm{.}80.$ After eight month $($i$.$e$.,$ on the exposure date$),$ the spot exchange rate is equal to GBP$/$USD $0\mathrm{.}70.$

Calculate the combined cash flow $($i$.$e$.,$ the value of the exposure plus the payoff from the three short futures contracts$)$ on the exposure date and type it into the text box.