Consider a futures contract written on a stock market index. The multiplier of the futures contract is $250 and the maturity is 1 year. The current level of index is 880 and the risk-free interest rate is 0.5% per month. The dividend yield on the index is 0.2% per month. Assume that dividend and interest are monthly compounded. What is the theoretical futures contract price from the spot-futures parity condition? NOTE: Answers should be rounded to the nearest hundredth (0.01) - for example, enter 1.2345 as 1.23. Intermediate results should not be rounded to less than 6 decimal places unless instructed otherwise