Suppose it is currently December and you anticipate a three-month borrowing need for $15,000,000 beginning in June. Suppose also that you can borrow at Libor, and wish to hedge the risk of interest-rate changes between now and June using euro-dollar futures. Suppose that the euro-dollar price of the June contract is currently $95. Assuming that the 3-month borrowing horizon has 90 days, what is the net cash outflow if the cost of borrowing is 5.85%?