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 borrow or lend.

What is the future value of the loan at t=7 month? Assume that the borrowing rate is 7% per year with semiannual compounding and lending rate is 4.8% per year with monthly compounding. Please do NOT present the sign; only show the cash amount. Please input 0 if theres no cash flows related to the transaction.