Today is April 2020, there is three types of copper contracts with different maturities. The spot copper market quotes $5023/ton, while the 3-month and 6-month copper futures quotes $5034/ton and $5046/ton, respectively. After two month, the new spot market price is $5031/ton, and the 1-month and 4-month copper futures is $5044/ton and $5033/ton at that time. Assuming a copper wire manufactory has the needs to purchase copper at September 2020, and decides to use futures for hedging. Which of the following situations at June 2020 is correct if the company uses stack and roll strategy?