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 f utures 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