A company will sell 500 units of a certain commodity in six months. The company decides to hedge 75% of its exposure using futures contracts maturing in 7 months. The spot price and the futures price are currently $200 and $180, respectively. The continuously compounded interest rate is 10% for all maturities. If the spot price and the futures price in six months turn out to be $225 and $210, respectively (interest rates still 10%), what is the average price received for the commodity