Consider a 7-month forward contract on Apple Computer Inc. (AAPL). The current price of one share is $208, and the annual continuously compounded risk-free interest rate is 5%. Suppose the actual quoted forward price for a 7-month contract is 215.15 per share of AAPL. Assume that the arbitrageur decides to set up an arbitrage trading strategy, starting with trading forward contract on 1 share of stock. In this arbitrage trading strategy, the arbitrageur needs to trade stock. What is the cash payment or cash receipt associated with this stock trading now at t=0? Please do NOT present the sign; only show the cash amount. Please input 0 if theres no cash flows related to the transaction.