5- We know that the forward price of energy commodities with storage cost per unit of u (proportion of spot price), continuously compounded interest rate of r and convenience yield y for time horizon T is: (2 points) F0=S0e(r+uy)T Based on this formula, what is the optimal (minimum variance) hedge ratio for these products, assuming that we are hedging with the futures on the same asset? 5- We know that the forward price of energy commodities with storage cost per unit of u (proportion of spot price), continuously compounded interest rate of r and convenience yield y for time horizon T is: (2 points) F0=S0e(r+uy)T Based on this formula, what is the optimal (minimum variance) hedge ratio for these products, assuming that we are hedging with the futures on the same asset