The finance director of a leading Belgian manufacturing company seeks to secure an expected inflow of USD 1,100,000, which is anticipated to arrive one year from now. They have an offer for a 1-year forward contract at an exchange rate of 1.2015/1.2020 USD per EUR from an American financial institution. To determine the best course of action, the director has run several simulations to assess the financial impact of hedging this cash flow versus leaving it unhedged and converting it at the future spot rate after a year. Assuming that there are no transaction fees involved, and the spot exchange rate one year from now is 1.2115 / 1.2118 USD per EUR, what would be the precise calculation of the net benefit or disadvantage for the company if they choose to hedge this inflow?