The risk$-$free rate of interest for borrowing is $3\mathrm{.}6\%$ per annum with continuous compounding, and the corresponding risk$-$free rate for lending is $1\%$ per annum lower. The dividend yield is $1\mathrm{.}5\%$ per annum. The current value of a stock index is $4,338.$ There are no other transactions costs involved in spot$-$futures arbitrage. What is the width of the no$-$arbitrage window for a futures contract with six months to maturity? Use one decimal place for your answer.