A company will buy 1000 units of a certain commodity in one year. It decides to hedge its risk exposure using futures contracts. The current futures price for one-year contract delivery is $90. If the spot price and the futures price in one year on the maturity date turn out to be $112 and $110, respectively, what is the net price paid for the commodity using reverse trade to settle futures (i.e., settle futures via reverse trade and buy commodity in spot market)?

		$92
		$96
		$102
		$106