A company wishes to hedge its exposure to gasolinel using gasoline futures. From the prices in the spot market and futures market, the company calculated the following statistics, where Delta S is the change in spot price and Delta F the change in futures price. Covariance(Delta S, Delta F: 3.65 Variance of Delta S: 6.74 Variance of Delta F: 8.96 correlation of Delta 5 and Delta F: 0.89 (i) What is the optimal hedge ratio? (h* =) What does it mean for hedging? (ii) What is the hedging effectiveness? (HE = con eI(Delta S, Delta F)^2) What does it mean for hedging