R16 variance swap mark to market. typo or I'm stupid

I don’t know if it is typo in the solution or I don’t understand how they got 784? The number just came out of no where. Shouldn’t it be 964 instead of 784?

the expected payoff at maturity of a variance swap is

variance notional x ( expected variance to maturity – original strike squared)

expected variance is 964 as calculated, so i am assuming it’s a typo?

Just need a sanity check thanks.

It looks like a typo.

I suggest that you report it to CFA Institute.

Unfortunately, they have a cumbersome system for doing that: here.