A wheat farmer that anticipates a harvest of $100,000$ bushels wishes to hedge his price risk in $5$

months. Assume the current price for wheat is $$5\mathrm{.}21$ per bushel. Wheat futures trade in lot sizes of $5000$

bushels per contract and have an initial margin requirement of $10\%.$ Assume that over the next five

months, the futures price is as follows.

What is the spot price at maturity?

$*$a$.5\mathrm{.}11$

b$.5\mathrm{.}21$

c$.5\mathrm{.}15$

d$.5\mathrm{.}07$