If you buy a nine$-$month T$-$bill future, you undertake to buy a $$1$ million three$-$month bill in nine months$$ time. Suppose that Treasury bills and notes currently offer the following yields:

Months to Maturity Annual Yield

$3$ months: $8\mathrm{.}0\%$

$6$ months: $8\mathrm{.}5\%$

$9$ months: $9\mathrm{.}1\%$

$12$ months: $9\mathrm{.}7\%$

What is the dollar value of a nine$-$month bill future?

Note: Do not round intermediate calculations. Round your answer to $4$ decimal places.