Suppose that an Intel single-stock futures contract expires in four months. The stock pays a dividend in two months. We have the following information.

Annualized, continuously compounded risk-free interest rate for 2-month period: r = 3.33%.

Annualized, continuously compounded risk-free interest rate for 4-month period: r = 4.81%.

Current spot price of Intel stock: $25 per share. Dividend per share of $0.26 in two months.

What must the futures price equal in order than no arbitrage opportunity exist? Do not round values at intermediate steps in your calculations. Enter your answer in dollars and cents, but omit the $ symbol and commas. For example, enter $1,234.56 as 1234.56 as your answer.