There is a stock index futures contract maturing in one year. The risk$-$free rate of interest for borrowing is $4\mathrm{.}1\%$ per annum with annualized compounding, and the corresponding risk$-$free rate for lending is $0\mathrm{.}5\%$ per annum lower. Assume that you can reinvest all dividends received up to futures maturity and thereby receive $1\mathrm{.}4$ index points at futures maturity. The current level of the stock index is $2,094$ index points. The bid$-$ask spread involved in trading the index basket of stocks is $8$ index points, and, in case there is short$-$selling involved, there are additional $8$ index points stock borrowing fees payable when the stock is returned to the lender at maturity. Finally, round$-$trip commissions in the futures market are $4$ index points and payable at the start. There are no other transactions costs involved in arbitrage. What is the width of the no$-$arbitrage window? Use one decimal place for your answer.