Consider a futures contract on an equity index. You have the following data. The equity index has an annualized, continuously compounded dividend yield of 2.77%. The futures contract expires in 5 months. The risk-free rate of interest with continuous compounding is 1.26% per annum. The spot market value of the index is 32.86. What is the no-arbitrage futures price of this equity index futures contract? Do not round values at intermediate steps in your calculations. Enter your answer in dollars and cents to the penny, but omit the $ symbol and commas. For example, enter $1,234.56 as 1234.56 as your answer.