$10.$ A jeweler needs $10$ kg of gold at the end of every month. The spot price of gold is Rs$\mathrm{.}61,454$ while the $1-$month futures price is Rs$\mathrm{.}61,715.$ If the standard deviation of spot gold is $5\%$ and that of futures price is $6\%$ and the correlation between spot and futures price of gold is $0\mathrm{.}92,$ what should be the hedge ratio to be used by the company? What should be the quantity to be hedged using gold futures?