(Sorry for typing English, my own computer is down)

Question: The sport price of corn on April 10 is 207 cents/bushel. The futures price of the September contract is 241.5 cents/bushel. If hedger are net short, which of the following statesments is most accurate concerning the expected spot price of corn in September?
Answer: The expected spot price of corn is HIGHER than 241.5.

Does anybody know why it is "higher than" instead of "lower"? I don't understand the solution at the end of the book, I don't think it acturally explained anything.

Many Thanks.