Imagine your financial advisor offers you a new investment opportunity in a derivative contract. The contract has two potential outcomes: it will either pay you $228 in the good state or pay you $38 in the bad state. The good outcome occurs with a probability of 75% and the bad outcome occurs with a probability of 1-75%. If you have log utility (i.e., your utility is given by the function U = ln(W)), then what is the most you would pay for this investment opportunity?