Can youo please help me to solve it in excel?

SECTION IlI FUTURES ANALYSIS (10 POINTS) A food processor company knows that it will buy 1 million bushels of corn in three months. The standard deviation of the change in the price per bushel over a 3-month period is calculated 0,050 (5.0%). The company choose to hedge by bying futures contract on corn. The standard deviation of the change in the futures price over 3-month period is 0.060 (6.0%) and the coefficient between the 3-month change in the price of corn and the 3-month change in the futures price is 0.80. What is the optimal hedge ratio and if each corn contract is 42,000 bushels, how many contracts should the company entered - round up or down the number)? Optimal Hedge Ratioa Number of Contracts