An investor who is holding Stock A has studied the Optimal Hedge Ratio formula and found the following information: (1) Covariance between change in share price A and change in futures price. 0.452 (2) Covariance between A share price change and SET25 stock index futures price change to 0.335.(3) The SET50 stock index futures price change has a standard deviation of 0.985. (4) The price change for the SET25 stock index futures has a standard deviation of 0.665. Which futures contract should he choose for protection? Why?