Suppose that the six month risk-free interest rate is 6% per year with continuous compounding and that the dividend yield on a stock index is 3% per annum. The index is standing at 2,800, and the futures price for a contract deliverable in one year is $2,900. What is the theoretical "fair value" (or "no arbitrage") futures price? Please enter your answer as a number with two decimal places (no dollar sign).