An iron ore producer expects to produce $100$ tons of ore in $6$ months and $80$ tons in $12$ months.

The futures contract price for iron ore is $$900$ per ton in $6$ months and $$950$ per ton in $12$ months.

The $6-$month T$-$bill has a yield of $2\mathrm{.}46\%,$ and the $12-$month T$-$bill has a yield of $3\mathrm{.}88\%.$ These are actual returns, not YTM where by convention the number reported in $2$ x $6-$mo rate.

The iron ore producer into futures contracts and buy and sell T$-$bills so that you have a fixed amount of dollars today with no other cash flows at any other point in time. How many dollars will you have today?

Assume all transaction costs are zero. Enter the entire answer in the answer box $($for example, if the answer is $2,583,010$ then enter $2,583,010$ rather than $2\mathrm{.}583)$