Caribou River, Ltd., a Canadian manufacturer of raincoats, does not selectively hedge its transaction exposure. Instead, if the date of the transaction is known with certainty, all foreign currency-denominated cash flows must utilize the following mandatory forward contract cover formula:

Caribou River's Manadatory Forward Cover		0-90 days		91-180 days		> 180 days
Paying the points forward		75%		60%		50%
Receiving the points forward		100%		90%		50%

Spot rate, DKr/C$		4.681
3-month forward rate, DKr/C$		4.702
6-month forward rate, DKr/C$		4.721
12-month forward rate, DKr/C$		4.75

Caribou expects to receive multiple payments in Danish kroner over the next year. DKr 3,000,000 is due in 90 days; DKr 2,000,000 is due in 180 days; and DKr 1,000,000 is due in one year. Using the following spot and forward exchange rates, what would be the total amount of forward cover required by company policy?