A portfolio manager expects to purchase a portfolio of stocks in 80 days. In order to hedge against a potential price increase over the next 80 days, she decides to take a long position on an 80-day forward contract on the S&P500 stock index. The index is currently at 3380. The continuously compounded dividend yield is 1.65%. The discrete risk-free rate is 4.50%. The no-arbitrage forward price on this contract is $: