Assume that the risk$-$free interest rate is $9\%$ per annum with continuous compounding and that the dividend yield on a stock index varies throughout the year. In February, July, August, and November, dividends are paid at a rate of $6\%$ per annum. In other months, dividends are paid at a rate of $2\%$ per annum. Suppose that the value of the index on June $30$ is $1,500.$ What is the futures price for a contract deliverable on December $31$ of the same year? $($Please round your answer to two decimal places$)$ Hint: find the average yield first.