4.Samantha Xiao is trying to get some insight into the relationship between the jet fuel prices and the heating oil futures contract prices. Using historical data, she calculates the change in price (return) for each and reports the following statistics: The volatility the jet fuel is 25% The volatility the heating oil futures contract is 20% The covariance between the two is 4% In terms of beta, what is the exposure of jet fuel to heating oil futures contract? (a)0.50 (b)0.80 (c)1.00 (d)1.50