Calculate an optimal hedge ratio
	Find the number of contracts n that minimize the variance of the difference between an asset and futures contract f.
		S = asset
		F = Futures contract
		n = number of futures contracts
	Solve: argmin(n): V(S-nF)
	Recall the following tools:
		V(aX) in terms of V(X)
		Cov(aX,Y) in terms of Cov(X,Y)