A stock index currently stands at $195.$ The risk$-$free interest rate is $6\mathrm{.}50\%$ per annum $($with continuous compounding$)$ and the dividend yield on the index is $3\mathrm{.}50\%$ per annum. What should the futures price for a $10-$month contract be$?($Answer with two decimal accuracy. Example: $132\mathrm{.}06)$