It is March $1.$ A US company expects to receive $50$ million Japanese yen at the end of July. Yen

futures contracts on the CME Group have delivery months of March, June, September, and December.

One contract is for the delivery of $12\mathrm{.}5$ million yen. The company therefore shorts four September yen

futures contracts on March $1.$ When the yen are received at the end of July, the company closes out

its position. We suppose that the futures price on March $1$ in cents per yen is $0\mathrm{.}7800$ and that the spot

and futures prices when the contract is closed out are $0\mathrm{.}7200$ and $0\mathrm{.}7250,$ respectively.

What is the effective price of yen? How many is received in total?