From the perspective of a U$.$S$.$ firm that owns an asset in Britain, the exposure can be measured by the coefficient $($b$)$ in regressing the dollar value $($P$)$ of the British asset on the dollar$/$pound exchange rate $($S$).$

Where

a is the regression constant.

e is the random error term with mean zero.

b is the regression coefficient that measures the sensitivity of the dollar value of the asset $($P$)$ to the exchange rate $($S$).$

If the equation of Asset A: Pa$=3+1*$S and the equation for Asset B: Pb$=1+3*$S$,$ how to hedge the exchange rate risk with these two assets?